← All workCH.05 · 2025
Mutual Funds Predictor
A daily MLOps pipeline that scores ~20,000 funds with explainable forecasts.
An end-to-end forecasting system for Indian mutual funds. Every day a GitHub Actions pipeline ingests fresh NAVs for about 20,000 funds, rebuilds risk features and re-scores them with a stacked ensemble. Explanations and drift monitoring sit in a Streamlit app.
Approach
- Stacked ensemble: XGBoost, Random Forest and Ridge, blended by a meta-learner.
- Walk-forward validation, so the model is always tested on a future it has not seen.
- Daily MLOps pipeline on GitHub Actions ingesting NAVs for about 20,000 funds.
- Rolling Alpha, Beta and Sharpe features computed per fund.
- SHAP explainability and data-drift monitoring surfaced in Streamlit.