Automated Trading Systems. Institutional Discipline.
We build automated financial tools and trading systems across US, India, and global markets. Systematic research, rigorous risk controls, and execution quality sit at the core of everything we deploy.
What We Build
Our stack is built in layers: data, research, and execution. Each layer is designed for reliability and auditability.
Market Data Layer
Real-time and historical ingestion across equities, crypto, and derivatives. Normalized feeds, tick-level where needed, with minimal latency and redundancy.
Research & Feature Engineering
Systematic alpha discovery via multi-timeframe features, regime filters, and walk-forward validation. Backtest infrastructure with realistic assumptions.
Execution & Risk
Liquidity-aware position sizing, pre-trade guardrails, kill-switches, and continuous monitoring. Slippage and impact modeling built into the stack.
Live Market Snapshot
Strategies
Systematic, process-driven approaches with defined risk parameters. Access and allocations depend on suitability.
Crypto ML Strategy
Feature-engineered signals on liquid crypto pairs with walk-forward validation, regime filters, and liquidity-aware execution. Risk caps and drawdown controls enforced at the execution layer.
View strategyUS Pre-Market Smallcap Strategy
Pre-market gappers and microstructure signals on US smallcaps. Halt risk controls, max position limits, and time-based exits. Built for execution quality and slippage awareness.
View strategySystem Integrity & Controls
- Risk limits and position caps
- Kill-switch and circuit breakers
- Regime filters and volatility gates
- Slippage and impact modeling
- Real-time monitoring and alerting
- Audit logs and trade reconciliation