What India’s best-performing small-cap managers reveal about portfolio construction, risk control, and theme rotation—and how these insights translate into quant and AI systems.
A working note from RevDog.ai — applying Chapter 6 of López de Prado's Advances in Financial Machine Learning to the NIFTY 500 ML pipeline, with reproducible experiments.
Before a model can learn anything, you have to tell it what "right" looks like. That's labeling, and it's the step quants are sloppiest about — usually a one-liner: y = sign(return over next N days). This post is about why that one-liner quietly corrupts
A working note from RevDog.ai — applying Chapter 5 of López de Prado's Advances in Financial Machine Learning to NIFTY indices and stocks, with real Zerodha Kite data.
A working note from RevDog.ai — building a dollar-bar pipeline for NIFTY 500 cash equities, inspired by López de Prado's Advances in Financial Machine Learning.