sharpely Blogs

Latest insights, market updates, and investing ideas from the sharpely research desk.

Recent Macro & Markets Stocks & Sectors MF and ETF Personal Finance Quant Investing

Bias Free Backtesting Explained: How sharpely Uses Point In Time Data to Avoid Look Ahead and Survivorship Bias

by Avinash Bhatt · Jan 07, 2026

Learn why most backtests fail in real life. Discover how sharpely uses point in time data to eliminate look ahead and survivorship bias in backtesting.

MF and ETF+1

Understanding Factor-Based Analysis for Mutual Fund Portfolios: A Guide for Distributors

by Avinash Bhatt · Sep 17, 2025

Learn how to use factor-based analysis to assess and explain mutual fund portfolios. Quality, value, momentum, simplified for distributors.

Quant Investing+1

The Rise of Quant Investing in India: A Beginner’s Guide

by Avinash Bhatt · Aug 31, 2025

Discover how quant investing is transforming retail investing in India. Learn what it is, why it’s growing, and how platforms like sharpely help you build, backtest, and automate data-driven strategies effortlessly.

Quant Investing

How to Build a Fully Automated Strategy Without Writing a Single Line of Code

by Pranav Nanekar · Apr 28, 2025

Tired of emotional trading? Discover how to build fully automated stock trading strategies without any coding. Learn the benefits of rule-based investing and take control of your portfolio.

Stocks & Sectors+1

CANSLIM Strategy Explained: A Proven Formula to Find Winning Stocks

by Avinash Bhatt · Apr 07, 2025

Learn how the CANSLIM strategy helps investors find winning growth stocks. Discover key rules and run a readymade CANSLIM screen on sharpely.

Stocks & Sectors+1

Investing Like Rakesh Jhunjhunwala: A Stock Screen Based on His Philosophy

by Avinash Bhatt · Mar 24, 2025

Learn how to invest like Rakesh Jhunjhunwala with this quantitative stock screen built on his core investing principles. We break down his philosophy, convert it into actionable screening rules, and backtest the strategy using sharpely to reveal how it performs in real markets.

Quant Investing

Decoding Earnings Upgrade: A Guide to Identify Winning Stocks

by Pranav Nanekar · Jan 21, 2025

This article reveals how earnings upgrades can help shape a winning investment strategy.

Quant Investing+1

Backtesting: Unveiling the Power of Historical Data in Investment Strategies

by Avinash Bhatt · Sep 12, 2023

This blog delves into the significance of backtesting, explaining how it helps you make better investment choices. By examining past performance, you will gain valuable insights to create more effective and reliable investment strategies. Explore the power of historical data with sharpely and elevate your investment decisions.

Personal Finance+2

Does Analyst Target Price on Stocks Hold Any Importance

by Shubham Satyarth · Aug 09, 2023

Learn about what the target price of stock is and how you can use it. Also, with the help of a unique case study, analyze how blindly following the target price can lead you to underperformance in the stock market.

Personal Finance+2

Does Analyst Recommendation on Stocks Hold Any Importance

by Shubham Satyarth · Aug 09, 2023

Learn about stock recommendations by analysts and if they can be really useful in stock picking. Explore how you can analyze the efficiency of this metric on sharpely with a unique case study and backtesting feature available only on sharpely.

Personal Finance+2

Is Earnings Upgrade by Analysts an Important Metric for Stock Selection

by Shubham Satyarth · Aug 09, 2023

Explore how analysts upgrade earnings based on various events and analyze if you can use these events to pick winning stocks using a unique case study. Also, learn about how backtesting on sharpely can help you test various metrics.

Quant Investing

Diversify your portfolio to overcome variance drain

by Shubham Satyarth · Jun 27, 2022

Discover the power of diversification in controlling portfolio volatility and reducing the impact of variance drain on compounded returns (CAGR). Learn how combining different assets in a portfolio can improve CAGR while managing risk. Understand the significance of rebalancing in portfolio management for enhanced results.

Quant Investing

How portfolio volatility kills your compounding gains.

by Shubham Satyarth · Jun 24, 2022

Learn about the phenomenon of "variance drain" in investments, which explains why the compounded annual growth rate (CAGR) can be lower than the arithmetic average return. Understand the implications for investors and how to control volatility.

Quant Investing

Portfolio rebalancing – when it works

by Shubham Satyarth · Jun 24, 2022

Learn about the power of rebalancing your investment portfolio to preserve diversification and enhance long-term gains. Explore real-world examples and Monte Carlo experiments comparing buy-and-hold and rebalanced strategies. Discover when rebalancing adds value and how it benefits long-term investors with diversified portfolios.

Personal Finance+1

Financial Goal Planning – Dynamic Programming approach

by Shubham Satyarth · May 27, 2022

Explore the power of dynamic programming in financial goal planning. Learn how to choose the best portfolio over time to maximise the probability of achieving your financial goals. Discover how a dynamic approach significantly improves the odds of success.

Personal Finance+1

Financial Goal Planning – The traditional approach

by Shubham Satyarth · May 26, 2022

Discover why the traditional approach to goal planning and portfolio selection may not be optimal for achieving financial goals. Learn about the importance of defining strict investment objectives, maximising the probability of goal achievement, and using probabilities in portfolio construction.

MF and ETF+2

Active, Passive and Smart Beta: Part 5 – Smart Beta Strategies

by Shubham Satyarth · Apr 28, 2022

Learn how Smart Beta strategies aim to harvest factor risk premiums beyond the market risk premium through transparent and rule-based approaches. Explore different examples of Smart Beta strategies, from single-factor indices to multi-factor portfolios, and understand the importance of systematic factors in constructing effective Smart Beta strategies.

MF and ETF+2

Active, Passive and Smart Beta: Part 4 – Systematic Factors and Risk Premium

by Shubham Satyarth · Apr 19, 2022

Explore systematic factors such as size, value, momentum, and low-volatility on Active, Passive, and Smart Beta strategies. Analyze historical risk premiums of these factors in both the US and Indian markets and gain insights into their potential future risk premiums. Discover how these factors serve as the foundation of Smart Beta strategies and their significance in optimal factor allocation for investors.

MF and ETF+2

Active, Passive and Smart Beta: Part 3 – From Assets to Factors

by Shubham Satyarth · Apr 08, 2022

Learn about the concept of factor theory in the context of smart beta strategies. Understand how systematic risk factors form the building blocks of smart beta approaches, providing investors with a deeper understanding of risk and return.

MF and ETF+2

Active, Passive and Smart Beta: Part 2 – Active vs Passive Investing

by Shubham Satyarth · Apr 07, 2022

This blog analyses the performance of actively managed Mutual Funds using the Capital Asset Pricing Model (CAPM). The analysis reveals the challenges of consistently delivering positive alpha. The blog also provides insights into the active vs. passive debate.

MF and ETF+2

Active, Passive and Smart Beta: Part 1 – An Introduction

by Shubham Satyarth · Apr 04, 2022

Learn about the world of investing methodologies. From Active to Passive and the rise of Smart Beta strategies, discover how they fit into the investment landscape. Compare their features, understand the concept of Smart Beta, and explore the benefits and costs associated with each style.