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FIC SRCC — Quant Lab

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Markets are information.

Information is edge.

Edge is everything.

We build the models
that find it.

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.

Our Models

Mean Reversion Equities

Mean Reversion Engine

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.

0 Sharpe
0 Ann. Return
0 Max DD
View Model
Momentum Equities

Momentum Alpha

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.

0 Sharpe
0 Ann. Return
0 Max DD
View Model
Multi-Factor Fundamental

Composite Scorer

Multi-factor fundamental ranking using value, quality and growth ratios. Adjustable weights. Interactive playground lets you build your own factor portfolio.

0 Sharpe
0 5Y Return
0 Max DD
Try Playground

Model Playground

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.

Mean Reversion Strategy

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.

Sharpe Ratio
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Live Strategies