Strategies authored in the interface
Built and changed in the visual builder, with no programming and no release cycle.
Fintech · QuantTrade
Strategy-driven algorithmic trading, built for high-frequency execution
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.
Outcomes
Built and changed in the visual builder, with no programming and no release cycle.
Equities, derivatives, commodities and currencies, on any exchange connected.
Every strategy and structure rolls into one exposure, against one limit.
Tick-by-tick backtests over years of history, then paper trading in live conditions.
Every action recorded with the reason given at the time, and any decision replayed exactly.
What it does.
The operating layer
One system of interaction and governance, end to end.
Data, indicators, regime
Visual builder, no code
Tick by tick, years of data
Live conditions, no capital
Multi-broker execution
Risk, P&L, full audit
Intelligence
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.
Who it serves
Foundation
Built for the strategist and the desk.
Deterministic, recorded, and structurally safe.
How it starts
A discovery workshop with business and technology leaders is the first step.
Desks, strategies and markets, with trading and technology leads.
Use cases and success measures.
One desk, live, on the desk's own data.
Every desk, every market.
QuantTrade authors, proves and runs strategies on any connected market, with one risk number for the desk and every decision replayable.