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index-replication

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PratyushGupta7 / Sparse-Index-Tracker

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Sparse index replication engine: tracks the S&P 500, Nasdaq-100, Russell 2000 and Nifty 50 with a small basket of stocks (~10% of each index) using a custom ADMM solver for L1-regularized portfolio optimization. Built for direct indexing, tax-loss harvesting and low-cost benchmark tracking. Python, FastAPI, Next.js, Azure.

python azure nextjs lasso quant portfolio-optimization quantitative-finance admm convex-optimization l1-regularization sp500 machine-learning-finance fastapi nifty50 sparse-index-tracking direct-indexing tax-loss-harvesting index-replication nasdaq-100 russell-2000
  • Updated May 20, 2026
  • Python

kshitijbhandari / Passive-Portfolio-Management

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Passive index replication of the NASDAQ-100 using Mixed Integer Programming that selects an optimal 25-asset fund from 97 equities to maximise correlation-weighted similarity across rolling market regimes.

python portfolio-optimization quantitative-finance passive-investing pulp nasdaq100 mixed-integer-programming financial-modeling index-tracking financial-optimization index-replication
  • Updated Mar 6, 2026
  • Jupyter Notebook

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