Fintech · QuantTrade

Strategy-driven algorithmic trading, built for high-frequency execution

Author a strategy, prove it, and run it on any market connected.

QuantTrade takes a strategy from idea to live execution on one platform: a visual builder over a full indicator library, tick-by-tick backtesting over years of history, paper trading in live conditions, and multi-broker execution across equities, derivatives, commodities and currencies on exchanges anywhere. Ten embedded agents watch each stage and propose. Every change to a position is made by a person.

0 lines of code
To author a strategy
4 asset classes
Equities, derivatives, commodities, currencies
1 risk number
For the whole desk
107 structures
Option strategies, priced on the live chain

What changes for the desk.

01

Strategies authored in the interface

Built and changed in the visual builder, with no programming and no release cycle.

02

Four asset classes, one platform

Equities, derivatives, commodities and currencies, on any exchange connected.

03

One risk number for the desk

Every strategy and structure rolls into one exposure, against one limit.

04

Proven before capital

Tick-by-tick backtests over years of history, then paper trading in live conditions.

05

Evidenced performance

Every action recorded with the reason given at the time, and any decision replayed exactly.

  • Visual strategy builder
  • Indicator library
  • Tick-by-tick backtest
  • Paper trading
  • Multi-broker execution
  • Option strategy library
  • Risk and exposure
  • Reporting and audit

One platform, from research to governance.

One system of interaction and governance, end to end.

  1. 01

    Research

    Data, indicators, regime

  2. 02

    Author

    Visual builder, no code

  3. 03

    Backtest

    Tick by tick, years of data

  4. 04

    Paper trade

    Live conditions, no capital

  5. 05

    Go live

    Multi-broker execution

  6. 06

    Govern

    Risk, P&L, full audit

Ten agents, one question each.

Each agent is attached to the stage it serves. Every agent proposes, and a person acts. There is no write path from an agent to a position, by construction.

  • Market Mood
  • Strategy Picker
  • Settings Watcher
  • Backtest Checker
  • Best Strategy
  • Health Check
  • Order Quality
  • Expiry Reminder
  • Risk Checker
  • Book Balance

Who it changes the day for.

Strategist
Authors and tests an idea the same day.
Trader
Told what needs attention, before the close.
Head of desk
One exposure, against one limit.
Risk and operations
Breaches flagged the moment they arise.
Investors
Performance evidenced.
Auditors
Any decision replayed exactly.

Where it is different. Engineered to be trusted.

Where it is different

Built for the strategist and the desk.

  • Any market, any exchangeEquities, derivatives, commodities and currencies.
  • Author without codeA visual builder over a full technical indicator library.
  • Tick-by-tick backtestingEvery print over years of history, in place of bar approximations.
  • Paper trade before capitalProven in live conditions with nothing at risk.
  • Options as a first class107 ready structures, priced on the live chain.

Engineered to be trusted

Deterministic, recorded, and structurally safe.

  • DeterministicThe same input gives the same number, every time.
  • One golden recordEvery screen reads the same figure from one source.
  • Multi-broker by designRoute where the desk chooses, across venues.
  • Agents cannot actA structural property of the platform, in place of a policy.
  • Every action recordedWith the reason given at the time it was taken.

From discovery to scale, in four steps.

A discovery workshop with business and technology leaders is the first step.

  1. Discovery

    Desks, strategies and markets, with trading and technology leads.

  2. Scope

    Use cases and success measures.

  3. Pilot

    One desk, live, on the desk's own data.

  4. Scale

    Every desk, every market.

The trading desk, strategy to execution.

QuantTrade authors, proves and runs strategies on any connected market, with one risk number for the desk and every decision replayable.