Case Study

Client Problem

Create an algorithm that generates excess returns over a long only strategy with monthly rebalancing

Data Science Problem

Predict probability that price is expected to increase in the next 1 month period

Evaluation Metrics

Prediction Accuracy

Strategy Returns



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