Systematic
Factor Investing
for Borsa Istanbul
Academically proven momentum, value, and low volatility strategies applied to BIST stocks. ML-powered portfolio selection, rebalanced monthly with full backtest transparency.
From Data to Portfolio, Three Steps
Six Strategies, One Platform
Each portfolio targets a different investment factor. Backed by real backtest data since 2016.
Top 20 stocks by 21-day Sortino ratio. Captures short-term risk-adjusted momentum.
Top 20 cheapest stocks by quarterly earnings-to-price ratio.
20 least volatile stocks. Exploiting the low-volatility anomaly.
Low volatility stocks with positive 3-month trend. Best risk-adjusted returns.
Quality-filtered dividend stocks. ROE > 0, healthy margins, highest yield.
4 ML models (XGBoost, LightGBM, RF, Ridge) with walk-forward training.
Everything You Need for BIST Analysis
About Borsafolio
Borsafolio is a quantitative finance platform that applies academic factor investing principles to Borsa Istanbul (BIST). We track 750+ publicly listed Turkish stocks with daily price data going back to 1993, covering over 1.1 million data points. Six systematic portfolios are maintained with monthly rebalancing and full backtest transparency since 2016.
Our strategies are based on well-documented academic research: the momentum effect (Jegadeesh & Titman, 1993), the value premium (Fama & French, 1992), and the low-volatility anomaly (Baker, Bradley & Wurgler, 2006). All portfolios use walk-forward methodology with no lookahead bias. Data is sourced from Borsa Istanbul, KAP (Public Disclosure Platform), TEFAS, and TCMB.