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
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Updated
May 20, 2026 - Python