Making institutional-grade portfolio optimization accessible for Indian equity markets. We bring the quantitative methods used by hedge funds and asset managers to every investor.
Portfolio optimization has traditionally required expensive software, deep quantitative expertise, and access to institutional data infrastructure. Folio Lab changes that by providing a comprehensive, web-based platform purpose-built for NSE and BSE equities.
Whether you are an individual investor looking to diversify beyond gut instinct, a financial advisor building client portfolios, or a quant researcher comparing optimization methods - Folio Lab gives you the tools to make data-driven allocation decisions backed by decades of academic research.
Every optimization method is implemented from peer-reviewed research papers. Our documentation includes full mathematical formulations, assumptions, and limitations.
Purpose-built for NSE and BSE equities with Indian market data, INR-denominated risk-free rates, and Nifty/Sensex benchmarks.
58 pages of open documentation covering every method, metric, and concept - complete with LaTeX formulations and academic references.
From classical Markowitz Mean-Variance to modern Hierarchical Risk Parity, HERC, NCO, and Black-Litterman.
Sharpe, Sortino, VaR, CVaR, maximum drawdown, beta variants, and higher-moment statistics.
Run complex optimizations across hundreds of NSE and BSE stocks and get actionable weights in seconds.
Programmatic access to all optimization methods, job management, and result retrieval via JWT-authenticated API.
Simulate periodic rebalancing with expanding or rolling windows and time-varying risk-free rates.
JWT authentication, API key management, and secure data handling for professional workflows.