FIC SRCC — Quant Lab
The quantitative research vertical at FIC SRCC applies rigorous mathematical and statistical frameworks to decode market behavior. From momentum strategies to machine learning-driven alpha signals, our models are built by students who think like quants.
Bollinger Band strategy on 20 NIFTY 200 large-caps. Buys oversold stocks beyond 2σ from the 20-day mean, exits on reversion. Long-only with hard stop-loss.
Cross-sectional momentum on 30 NIFTY 200 stocks. Ranks by 12-month return (skip last month), longs the top 6. Volatility-scaled signals, monthly rebalance.
Multi-factor fundamental ranking using value, quality and growth ratios. Adjustable weights. Interactive playground lets you build your own factor portfolio.
Explore our strategies interactively. Switch between the parametric mean-reversion playground and our research-backed NIFTY 200 Composite Model — backtested with real NSE data Mar 2020 – Mar 2025.
When price deviates beyond the z-score threshold from its rolling mean, the model takes a contrarian position, betting on reversion. Higher thresholds mean fewer but more confident trades.