Can I read Aritra Roy Final Report on EtoBox?
Aritra Roy Final Report by royaritra006 is a document available to read on EtoBox.
What is Aritra Roy Final Report about?
The Adaptive Regime-Based Tournament Strategy (ARTS) is a dynamic portfolio system that selects optimal 2-stock combinations weekly from high-liquidity Indian equities, achieving a 72.45% total return and a 1.26 Sharpe ratio from 2023-2025. The strategy employs ARIMA-GARCH forecasting and a statistical threshold regime model to adapt to changing market conditions, enhancing alpha generation through active rotation. Key findings highlight the importance of regime detection and the unique characteristics of I
- Author
- royaritra006
- Language
- EN