Strategies Researched
15+
SYSTEMATIC RESEARCH / NEPSE_
An institutional-grade research lab and researcher-run systematic fund. We apply rigorous mathematical frameworks and algorithmic execution to Nepal's capital markets.
About the Laboratory
ArthaVega is a quantitative research lab dedicated to systematic strategy development for Nepal's capital markets. We combine statistical rigor, computational efficiency, and disciplined backtesting to uncover alpha in NEPSE. Every model is reproducible. Every claim is data-backed.
Strategies Researched
15+
Backtests Executed
500+
Years of Data Analyzed
10+
Symbols Tracked
200+
Systematic backtesting of quantitative strategies using rigorous statistical validation.
Walk-forward analysis, monte carlo simulations, drawdown stress testing.
Efficient frontier analysis, risk parity construction, correlation analysis.
Order book analysis, liquidity metrics, information asymmetry quantification.
A quantitative study examining autocorrelation patterns and Ornstein-Uhlenbeck model fit across NEPSE small-cap equities.
Sharpe
1.42
Annual Return
18.3%
Max Drawdown
-12.4%
Rolling correlation analysis between banking, insurance, and finance sectors during market stress periods.
Data Years
8
Correlations
12
Significance
p < 0.05
Machine learning approach to forecasting returns using order book imbalance and bid-ask spread metrics.
Accuracy
58.3%
AUC-ROC
0.62
Trades / Day
45+
"In God we trust. All others must bring data.
— W. Edwards Deming
Whether you're a quant enthusiast, developer, or investor interested in systematic trading, there's a place for you at ArthaVega.