Case Study: Backtesting a Basic Momentum Strategy on Indian Stocks

A hands-on, end-to-end case study for coders and quant-curious engineers who have never run a backtest before. You will take one clearly specified idea, buying the NSE stocks that have risen the most over the past year and rebalancing monthly, and turn it into a working Python backtest step by step. Along the way you will source and clean Indian price data, handle splits and bonuses, avoid survivorship and look-ahead bias, build the ranking and rebalancing engine, and then subtract the brokerage, STT, impact cost and capital gains tax that separate a pretty equity curve from a real one. The course ends with a verdict on whether basic momentum has actually worked in India, and a checklist for what to test before risking a rupee.