About this site
RevDog Alpha documents our work building quantitative trading strategies for Indian equity markets (NSE).
Approach
- Backtest rigorously before deploying (5+ years of data minimum)
- Document both successes and failures
- Kill bad ideas fast (recent example: GST hypothesis showed -0.38 correlation vs claimed +0.78)
- No strategy goes live without proven edge
Philosophy
Trade like an institutional quant PM:
- Accuracy over complexity
- Simple, proven methods over exotic models
- Real edge cases matter (holidays, bad data, corporate actions)
- Negative results are results worth sharing