Institutional Quant Solutions

Algorithmic Solutions.
Engineered for Maximum Alpha.

From custom PineScript-to-Broker webhooks to full-fledged Python algorithmic architectures, we build robust infrastructure for automated financial trading.

Custom Trading Bots

Python & PineScript

Turn your technical indicator strategies into 24/7 automated bots executing via TradingView Webhooks, Telegram alerts, or standalone servers.

TradingView Webhook Order Bridge
Python AsyncIO Execution Daemons
Cloud VPS Automated Deployment

Broker API Integration

REST & WebSockets

Seamless integration with Zerodha Kite Connect, Upstox API v2, AngelOne SmartAPI, Fyers, AliceBlue, Interactive Brokers, and Binance.

Auto TOTP & Session Refresh
High-Speed WebSocket Live Ticks
Multi-Account Multi-Client Mirroring

F&O Options Engine

Greek Driven

Dedicated algorithmic engine for options buying and selling strategies with automated strike selection based on dynamic delta/distance.

Automated Straddles & Iron Condors
Re-Entry & Range Breakout Logic
Dynamic Greek Hedging (Delta/Theta)

Tick Backtest Engine

10+ Year Data

Verify strategy robustness against years of historical 1-minute and tick data with realistic slippage, liquidity constraints, and charges.

Sharpe, Sortino & Calmar Metrics
Monte Carlo Drawdown Simulation
Interactive HTML Performance Report

Risk & Kill-Switch Gate

Fail-Safe

Autonomous risk management layer safeguarding your account with maximum loss limits, per-trade caps, and market volatility circuit breakers.

Daily Max MTM Loss Hard Stop
Automated Intraday 3:15 PM Square-Off
Instant SMS & WhatsApp Telemetry

Real-Time Option Scanner

Live Feeds

High-speed scanner monitoring Open Interest (OI) buildup, PCR ratios, IV spikes, and institutional block volume in real time.

Real-time OI Buildup Heatmap
Volatility Skew & IV Crushes
Custom Web Dashboard & REST APIs

Development Lifecycle

Our 4-Stage Quant Delivery Model

How we transform your trading rules into battle-tested automated algorithms.

Formulate

Translating trading logic, entry/exit criteria, and position sizing into mathematical formulas.

Backtest

Simulating against 5–10 years of tick data with realistic slippage, liquidity stress, and fee models.

Forward Test

Running paper trading in real market conditions to verify execution latency and broker order fill rates.

Live Deploy

Connecting production API keys with automated risk monitors, daily logging, and circuit breakers.

Algorithmic Solutions. Engineered for Maximum Alpha.