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direct-indexing

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PratyushGupta7 / Sparse-Index-Tracker

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Sparse index replication engine: tracks the S&P 500, Nasdaq-100, Russell 2000 and Nifty 50 with a small basket of stocks (~10% of each index) using a custom ADMM solver for L1-regularized portfolio optimization. Built for direct indexing, tax-loss harvesting and low-cost benchmark tracking. Python, FastAPI, Next.js, Azure.

python azure nextjs lasso quant portfolio-optimization quantitative-finance admm convex-optimization l1-regularization sp500 machine-learning-finance fastapi nifty50 sparse-index-tracking direct-indexing tax-loss-harvesting index-replication nasdaq-100 russell-2000
  • Updated May 20, 2026
  • Python

chirindaopensource / constrained_portfolio_optimization_via_quantum_approximate_optimization_algorithm

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End-to-End Python implementation of Mancilla et al.'s (2026) methodology for solving the direct indexing portfolio selection problem as quantum combinatorial optimization. Enforces cardinality constraints via subspace confinement. Benchmarks PennyLane quantum circuits against D-Wave simulated annealing & HRP baselines with walk-forward backtesting.

python jupyter-notebook quantum-computing scipy portfolio-optimization quantitative-finance simulated-annealing operations-research quantum-algorithms mean-variance-optimization combinatorial-optimization computational-finance financial-econometrics qaoa research-implementation pennylane direct-indexing hamiltonian-simulation variational-quantum-algorithms d-wave-ocean
  • Updated Mar 4, 2026
  • Jupyter Notebook

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