v1.0 · 274 pytest passing · MIT

Replicate the S&P 500 with 50 stocks. Mathematically.

A custom ADMM solver tracks any major index with ~10% of its constituents. R² = 0.97 across 8 regimes, 13.14% annualised return, Sharpe 0.67 on the 2018–2025 walk-forward — net of 10 bps round-trip costs.

Stocks held

50

of 502 (S&P 500)

Sharpe

0.67

2018–2025

Tracking err

4.25%

annualised

Markets

4

US + India

Built like a production quant project, not a hackathon demo.

Every claim on this page is reproducible from the public repo — curve, cost model, baseline, factor regression, and all.

Custom ADMM solver

Cholesky-factorised w-update, Boyd adaptive-ρ, primal+dual stopping.

≥10× faster than CVXPY

Same optimum to 6 d.p. on (n=120, p=502); ~1 060× vs MOSEK MIQP.

8-regime stress-tested

COVID, Volmageddon, 2022 hikes, AI bull, quiet 2024 — R² 0.92–0.97.

Walk-forward 2018→2025

Weekly rebalance, 10 bps round-trip, Fama-French 3F regression.

4 markets supported

S&P 500 · Nasdaq-100 · Russell 2000 · Nifty 50.

Live API

FastAPI · Pydantic v2 · Redis · slowapi rate-limit · /openapi.json.

Open source

MIT-licensed, 274 pytest, ruff/black/mypy clean, GitHub Actions CI.

Production deployed

Multi-stage Dockerfile · Azure Container Apps target · App Insights.

Built with

  • Python 3.11
  • FastAPI
  • NumPy
  • CVXPY / MOSEK
  • Next.js 16
  • TailwindCSS
  • Vercel
  • Azure