Losses feel different
Prospect theory asks how the framing of gains and losses can influence choices under risk.
Kahneman & Tversky · 1979Model Portfolio
Systematic portfolios, the behaviour behind investment decisions, and the macro backdrop they live in.
Quantitative strategies
A live, rules-based portfolio you can follow, the method behind it, and a library of strategies you can backtest on any NSE universe.
Model Portfolio
Regime-adaptive · Nifty 200 universe · Buffer-based selection · Quarterly rebalance
Loading live market data…
| Stock | Weight | Price | Today | 1 Month |
|---|---|---|---|---|
Live prices via NSE data · Returns are simulated buy-and-hold, not actuals · Past performance is not indicative of future results · Not investment advice
How it works
Our end-to-end quant pipeline runs monthly and adapts to market regimes in real time.
Classify the market as GROWTH or DEFENSIVE using 3-month NiftyBeES momentum. Shift allocation to equities or gold accordingly.
Score each stock in the Nifty 200 using MR12 × MR6 composite momentum. Cross-sectional Z-scores normalize across sectors.
Buffer selection picks the top 15 mandatory stocks and retains any rank ≤ 45 from last cycle. Iterative weight capping ensures diversification.
Strategy Methodology
Every parameter is academically grounded and India-market calibrated.
3-month NiftyBeES return determines market regime. GROWTH regime overweights equities; DEFENSIVE shifts to GoldBeES and low-beta names.
Dual-horizon momentum captures both trend persistence and recent acceleration. Stocks are ranked by a geometric composite of 12-month and 6-month returns.
Buffer logic reduces unnecessary churn: any stock ranked ≤ 45 from the last cycle is automatically retained, keeping portfolio turnover below 30% per quarter.
Free-float market cap weights ensure the portfolio is investable at scale. Iterative redistribution of excess weight from capped stocks prevents concentration risk.
Strategy library
Each model runs live against the same NSE data behind the portfolio above — pick a universe and a strategy to open its walk-forward backtest and full performance tear sheet. Momentum 30 is free with an account; the rest are part of Pro.
Regime-adaptive momentum with a turnover buffer and a NiftyBeES/GoldBeES hedge sleeve, monthly rebalance.
Correlation-cluster allocation — diversifies risk without inverting the covariance matrix.
Equal risk contribution across holdings — no single stock dominates portfolio swings.
Mean-variance optimization — the long-only mix maximizing risk-adjusted return.
Equilibrium prior tilted by momentum views — shrunk covariance, long-only, walk-forward.
Isolation Forest flags early return/volatility shocks weekly; confirmed-edge stocks ranked by profit per unit of risk.
Regimes, GARCH volatility, tail risk and a Kalman-filter beta for any NSE stock or index.
Defensive sleeve, minimum-variance weighting.
Behavioural investing & risk
How you respond to gains, losses and uncertainty shapes results as much as what you buy. Take the questionnaire below — we'll publish the aggregated insights soon.
The human factor
Prospect theory, the disposition effect and research on overconfidence offer useful ways to examine how people respond to gains, losses and uncertainty. They are prompts for reflection, not labels for individuals or signals about what a market will do.
Add your perspectiveProspect theory asks how the framing of gains and losses can influence choices under risk.
Kahneman & Tversky · 1979The disposition effect describes a tendency studied in how investors treat winners and losers.
Shefrin & Statman · 1985Trading research has examined how confidence and activity can interact with investor outcomes.
Barber & Odean · 2000Investor questionnaire
A short research questionnaire on how you invest, how you think about risk, and what you put success down to. There are no right answers.
Responses go to VishwNivesh's Google Form. Aggregated insights will be shared here — individual answers are never published.
Once enough responses are in, we'll publish what they reveal — how confidence, loss aversion and luck attribution differ across investors, and how that relates to risk taken.
Macro economic
The latest two or three releases from the central banks, regulators and multilaterals that move Indian markets. Pulled from their official feeds twice a day; routine enforcement notices are filtered out.
Loading the latest releases…
We'll read NSE's index data and show, for each stock the model portfolio holds, which indices it belongs to, its weight there and how its sector is moving — so macro news connects to what's actually owned.