For this backtest, we will calculate the returns generated by portfolios based on five different factors.Īt present, apart from various broad-based indices, there are several smart beta indices launched by NSE. We will backtest the equal weight portfolios based on a single criterion and evaluate the performance of these portfolios against the broad-based indices. A number of large-cap funds which could beat broad-based indices are below 35 to 40% globally. Making money in the market is difficult! The percentage of successful traders, percentage of stocks that we’re able to create wealth for investors are all below 10%. Manoj is determined to gain more knowledge in the field of finance and develop his own sophisticated Quantitative trading and investment strategies. A well-designed and all-inclusive EPAT course helped him to gain the structured approach for his future journey in financial markets. Manoj developed a keen interest in financial markets around three years ago.īeing from a non-financial and non-programming background, he was in search of a systematic approach to trading and investing. He holds various highly recognised certifications in his field. Manoj Hatalage is an Oil & Gas professional with 18 years of experience. Do check our Projects page and have a look at what our students are building. This article is the final project submitted by the author as a part of his coursework in the Executive Programme in Algorithmic Trading ( EPAT) at QuantInsti. And most importantly, it should be able to beat the broad-based indices! The concept and implementation of rules should be simple and easy to implement, for an ordinary retail investor with a day job. The objective of the project is to create a rule-based portfolio for a retail investor.
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