Case Study

Client Problem

Can pre-defined features predict if equities are expected to trend or mean revert?

Data Science Problem

Predict Y(t)

0 if Sign(Price(t) - Price(t-1w)) = Sign(Price(t+1w) - Price(t))

1 if Sign(Price(t) - Price(t-1w)) = Sign(Price(t) - Price(t+1w))

Evaluation Metrics

Prediction Accuracy

Backtest Results

Python Code demos of Predictive Models developed by our data scientists are available on Request. If you would like to see sample code, please get in touch

We Attract Amazing Data Scientists

Nishant Rai

Software Engineer at Rubrik, Inc.

IIT Kanpur, QuantQuest Rank 1

Michael Axiak

Engineering Group Lead at Hubspot

MIT, QuantQuest3 Rank 1

Keshav Sehgal

Investment Management Analyst at Goldman Sachs

IIM Calcutta, QuantQuest Rank 3