RevDog Quantitative Research

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Latest — 21 Mar 2026

Triangle Strategy: Near-Zero Correlation Gave Me 50% More Return with 12% Less Risk

I screened 112 Indian stocks across 247 trading days, found zero negative correlations — so I crossed the border into AI. One stock gave me -0.02 correlation, +22% backtested return, and nearly doubled my risk-adjusted ratio. Full framework inside.

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NIFTY SmallCap 250: High Churn — index down sharply despite more advancers than decliners

Cut smallcap exposure to 55%, add to export earners on dips, and keep 45% in quality defensives until VIX cools.

NSE Down 15%. Bonuses Are In. So I Built a Barbell Portfolio.

This isn't an investment advice — it's a framework. 112 stocks screened, 247 trading days analyzed, and the two-stock approach I landed on.

Why We Stopped Building a Strategy and Started Building an Engine

How a small-cap quant system evolved from a single backtest into a configurable factor platform — and why that distinction matters for Indian portfolio managers.

Observe-Reason-Act-Converge: A Design Pattern to Build an AI Data Engineer Agent

A design pattern for AI agents that monitor, diagnose, and fix data pipelines autonomously — so your data team can focus on building, not babysitting cron jobs.

We Tested Whether More Diversification Helps a Mean-Reversion Strategy. It Doesn't.

We tested 5 position-sizing configs for our NSE SmallCap mean-reversion strategy — from 5 to 15 concurrent positions. More diversification hurt every metric. The 7-position limit acts as a quality filter, not a risk concentration.

We Extended Our Walk-Forward Window from 6 to 15 Months. Here's What We Found.

We extended our walk-forward factor validation from 6 to 15 months on NSE SmallCap 250. Signal got stronger — IC improved, stability increased, and two new persistent factors emerged that a shorter window couldn't detect.

SmallCap Dislocation: Why This Mean-Reversion Edge Survived 18 Attempts to Break It

Most mean-reversion strategies break when you touch the parameters. This one didn’t. After 18 sensitivity tests, removing logic, and tightening constraints, SmallCap Dislocation held up—because it’s driven by forced selling, not curve-fitting.

SmallCap Dislocations: A Quantitative Alpha Source Most NSE Small-Cap Funds Ignore

Indian small caps misprice during forced selling, not fundamentals. Using a day-by-day portfolio simulation, we tested a dislocation strategy that exploits liquidity shocks—64.8% win rate, −1.02 skew, and 3.1% max drawdown with strict risk controls.

Mean Reversion vs Trend Following in NSE Small-Caps: The Return Distribution Most Traders Ignore

Most NSE small-cap traders obsess over indicators. That’s a mistake. The real difference between mean reversion and trend following isn’t RSI or breakouts—it’s the return distribution you’re betting your capital and psychology on.