Abhay made his debut with Imtiaz Ali's "Socha Na Tha" a decade ago and has since worked mostly in off-beat films besides a few commercial ones.
The 40-year-old actor says because India is so rooted in traditions, it is hard for people to break away from them and do something different.
" We are shaped by our traditions. With us, it is a little more difficult because we are traditionalist. We have 5000-year-old history which is now almost a part of our DNA. How do you break that?
Post his debut in 2005, the actor worked in films like "Manorama Six Feet Under," "Oye Lucky! Lucky Oye!" and "Dev D".
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Abhay says it is always tough to swim against the tide.
Abhay's mainstream projects include "Aisha" and "Zindagi
Na Milegi Dobara" and the actor says he likes being a part of commercial projects as they help him support the movies he wants to eventually invest in.
The, actor, however, won't do a commercial film that tends to follow a certain check list.
"A lot of times it is just check list. Item song, check, actress check, actor check. It is just that. A list of things that have to be checked. That's not the kind of formula I want."
Directed by Mudassar Aziz, the movie also stars Diana Penty, Jimmy Shergill and Ali Fazal.
"Happy Bhag Jayegi" is set to release on August 19.