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What is asset-pricing?

An end-to-end market intelligence platform for Indian equities. Kite Connect crawlers pull every NSE instrument and 25 years of daily candles into Postgres; financial statements become point-in-time metrics; predictor panels feed an ML pipeline that ranks stocks monthly; QuantConnect Lean turns those ranks into auditable backtests measured against the Fama-French six-factor benchmark.

What makes it careful

  • Point-in-time correctness — a metric value for any month uses only data knowable then. Statement-backed metrics respect a configurable reporting lag (asof_lag), so no lookahead bias leaks into features or backtests.
  • One metric registry — every predictor is a registered function with a standard financial category (for humans) and an ML feature-group alias (for models). One decorator wires it into panels, API, and docs.
  • One API, two paths — a Python library holds all logic; the REST layer is a thin 1:1 wrapper with zero logic of its own.

9.2M candles

25 years of daily OHLCV across every NSE instrument, crawled from Kite Connect.

21 predictors

Momentum, value, profitability, growth, leverage, and size families in one dual-tag registry.

0.79 Sharpe

Best monthly-ranking model backtested in Lean, +0.26%/month alpha vs FF6.

Where to start