What is Quant PMS?

An Intelligent Quantitative Portfolio Management System which trades in 15 companies in the Indian Stock Market.

System Structure

Intelligent Agents

• 4 Forecasting Agents - 4 Portfolio Optimization Agents (for each forecaster)- 1 Trading Agent (common).

• Total Agents = 16 + 1 = 17.

Portfolio💲

We start with 10 stocks of each company. Total of Rs. 252k.

Forecasters

Forecasters predict tomorrow’s closing price

PO Agents

Portfolio Optimization (PO) Agents decide the % investment in each stock

Monte Carlo Simulation

Efficient Frontier showing all 50,000 portfolios we simulate

Portfolio Growth

Profit💸

These are unrealized profit/losses. To incur them, the investor shall sell all the shares.

Eval: Sharpe Ratio

Risk PP PO Agent highest among all portfolios. Best in balancing risk.

Eval: Sortino Ratio

Dashboard Demo

Thank You

Thank you for your attention!

Connect with me on LinkedIn.