Dad Quant: Building Portfolios and Lego Towers

Hey, I’m Akshay — a full-time dad to a toddler and a part-time data geek (or maybe it’s the other way around). Between Lego towers and market charts, I’ve built this space for traders, students, and anyone curious about how numbers shape the markets. This platform is built primarily for the Indian trading and investing community, which has long lacked accessible, data-driven resources in this space. My goal is to bridge that gap by sharing practical guides, tools, and insights rooted in quantitative analysis. Whether you’re a student, trader, or data curious, I’m here to bring you closer to the numbers that move markets — fast, clear, and locally relevant.

Explore Strategies


Portfolio Optimization

Nature of the markets — Why we fail (Blog)

Building a CAPM model on Indian equities

Hierarchical Risk Parity (HRP) clustering portfolio

Actor-Critic reinforcement learning applied to portfolio rebalancing

  • Part 1 : Data handling and SSDAE
  • Part 2 : LSTM
  • Part 3 : Actor Critic

HFT Sandbox

Toys are optional, latency isn’t (Blog)

Expected Value

Orderbook Analysis