Case Study

Client Problem

Portfolio Construction to generate additional risk adjusted alpha over index

Data Science Problem

Develop an optimal strategy to play a game so as to collect maximum points at every time. The points are linked to risk and cost adjusted returns

The points are linked to risk and cost adjusted returns

Evaluation Metrics

Portfolio Returns

Downside Volatility

Systematic Downside Sharpe Ratio (SDSR)



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