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Automate trading,however you think
No-code builders, sub-microsecond QuaScript, multi-leg options, webhooks, and cloud bots — all executing through a unified institutional OMS.
- Ways to Automate
- 11
- VM Tick Latency
- 0.08µs
- Backtest Depth
- 10y
- Brokers Connected
- 20+
11 powerful ways to automate your edge
From visual no-code builders to sub-microsecond C++20 algorithms and 24/7 cloud bots — choose the exact execution engine tailored to your strategy.
By QuaScript
Sub-microsecond C++20 quant language
Compile custom quant indicators and algorithmic execution directly into native C++20 bytecode with SIMD acceleration.
By Option Strategy Builder
Multi-leg derivatives & payoff curves
Design spreads, condors, and straddles with live payoff curves, dynamic Greeks, and automated leg execution.
By Drag and Drop Builder
Visual no-code rule builder
Build rules visually using indicator blocks, math operators, and condition gates with live plain-English translation.
By Nodes Editor
Flowchart logic & live packet flow
Wire signal nodes and exit triggers on an infinite canvas, watching animated packets verify logic in real time.
By DSL Strategy Builder
Schema-validated JSON & TypeScript
Define strategies programmatically with JSON Schema validation and 100% bidirectional sync with visual builders.
By Signals
Alert-to-order execution router
Convert TradingView alerts and custom webhooks into multi-broker orders in milliseconds with automated risk checks.
By Custom Strategies (JS, Python, Rust, CPP)
Python, Rust, C++20 & TypeScript
Run proprietary models in Python, Rust, C++, or Node, connected to the OMS via zero-copy shared memory IPC.
By High Frequency Trading
Kernel-bypass DMA & L3 matching
Direct market access via kernel-bypass DPDK and lock-free memory queues engineered for sub-50µs tick-to-trade.
By Predefined Admin Controlled Bots
Curated algos with hard limits
Deploy turn-key Grid, DCA, and Arbitrage bots audited by our Quant Desk with automated risk circuit breakers.
By Strategy Marketplace
Verified community & fund strategies
Discover and subscribe to audited strategies from verified quants with 1-click execution to your broker.
Click the logic together, ship it the same day
Pick indicators, operators, and thresholds. Group conditions with intuitive AND/OR blocks and review plain-English rules before deployment.
What you get
- Indicator, operator, and value pickers
- AND / OR groups with plain-English rules
- Branching if / else flow control
- Strict field validation before deployment
Wire the graph, watch it evaluate
Drop entry triggers, math gates, and exit nodes onto an infinite canvas. Watch animated packets verify branch execution as live market ticks arrive.
What you get
- Draggable entry, condition, and exit nodes
- Visual boolean logic and math comparators
- Real-time packet flow on tick arrival
- Built-in minimap and cycle detection
Declarative JSON & DSL when forms run out
Define strategies as portable JSON or DSL documents with schema validation, inline syntax checks, and seamless two-way sync with visual builders.
What you get
- Schema-validated declarative JSON & DSL
- Interactive outline tree navigation
- Line-level syntax and path error pinning
- 100% two-way sync with visual builders
// QuaTick Declarative Strategy DSL
import { Strategy, Indicator } from '@quatick/sdk';
export default new Strategy({
name: 'Multi-Timeframe EMA Breakout',
symbol: 'NIFTY 50',
timeframe: '15m',
indicators: {
fast: Indicator.EMA({ period: 9 }),
slow: Indicator.EMA({ period: 21 }),
vol: Indicator.RSI({ period: 14 }),
},
onBar({ fast, slow, vol, position, order }) {
if (fast.crossesAbove(slow) && vol.value > 55 && !position.isOpen) {
order.buy({ quantity: 50, stopLoss: '1%', takeProfit: '2.5%' });
}
if (fast.crossesBelow(slow) && position.isOpen) {
order.close();
}
},
});Structure multi-leg options, see live payoffs
Assemble multi-leg spreads, condors, and straddles with live payoff curves, net Greeks, probability of profit, and real-time margin calculations.
What you get
- Multi-leg structures with per-leg limit orders
- Expiry payoff and dynamic T+0 value curves
- Real-time breakeven, max loss & POP metrics
- Combined Greeks and margin breakdown
Sub-microsecond quant language, native C++20 bytecode
Compiles indicators and execution algorithms into native C++20 bytecode. Runs at 0.08µs per tick with AVX2 SIMD acceleration and native chart rendering.
What you get
- Sub-microsecond latency (0.08µs per tick)
- Native chart rendering via render.* & shape.*
- Zero heap allocations on hot tick path
- AVX2 SIMD vectorization for 100+ indicators
// QuaTick Sub-Microsecond Quant Language (C++20 Bytecode Engine)
@pure indicator AdaptiveAlpha(series price = close, int fast = 9, int slow = 21) {
series emaFast = ema(price, fast);
series emaSlow = ema(price, slow);
series spread = emaFast - emaSlow;
// Low-overhead AVX2 SIMD volatility bands
series upperBand = emaFast + (stdev(price, 14) * 2.0);
series lowerBand = emaFast - (stdev(price, 14) * 2.0);
// Direct native chart primitives with hardware acceleration
render.line("Spread", spread, color = #06b6d4, width = 2);
render.band("Envelope", upperBand, lowerBand, fill = rgba(6, 182, 212, 0.12));
// Sub-microsecond signal trigger
if (spread.crosses_above(0.0) && price > emaFast) {
shape.triangle_up("Alpha Buy", at = lowerBand, color = #22c55e);
execution.market_order(direction = BUY, qty = 50, tag = "Alpha_Trigger");
}
}Turn any alert or webhook into live broker orders
Connect TradingView alerts and custom webhooks with HMAC authentication. Ingest signals in under 1ms and route bracket orders across 20+ brokers.
What you get
- HMAC-SHA256 authenticated webhook gateway
- Instant JSON payload mapping to broker formats
- Sub-4ms multi-broker order dispatch
- Automated position sizing and bracket orders
Polyglot quant execution via shared-memory IPC
Run proprietary algorithms in Python, Rust, C++20, or TypeScript. Connect to live L3 orderbook feeds and dispatch orders via zero-copy shared memory.
What you get
- Zero-copy shared memory IPC (< 1.2µs latency)
- Native SDKs for Python, Rust, C++20 & TypeScript
- Streaming L3 orderbook depth and position control
- Containerized or self-hosted execution sidecars
# Quatick High-Performance Python SDK (Vectorized + Shared-Memory IPC)
import numpy as np
from quatick import Strategy, MarketData, Order
class PairsStatisticalArbitrage(Strategy):
def initialize(self):
self.symbol_a = "RELIANCE"
self.symbol_b = "TCS"
self.hedge_ratio = 1.42
self.subscribe_tick([self.symbol_a, self.symbol_b])
def on_tick(self, tick: MarketData):
spread = tick[self.symbol_a].mid - (self.hedge_ratio * tick[self.symbol_b].mid)
zscore = (spread - np.mean(self.history)) / np.std(self.history)
if zscore > 2.0 and not self.has_position():
self.submit_order(Order.short(self.symbol_a, qty=100))
self.submit_order(Order.long(self.symbol_b, qty=142))
self.log(f"Spread divergence detected: Z-Score={zscore:.2f}")Sub-microsecond kernel bypass, L3 tick matching
Engineered for prop desks and funds. Kernel-bypass DPDK networking, AVX2 SIMD models, and lock-free queues deliver sub-50µs tick-to-trade execution.
What you get
- DPDK / Solarflare kernel-bypass DMA
- Lock-free SPSC memory ring queues
- AVX2 SIMD orderbook imbalance calculations
- Sub-50µs tick-to-trade with exchange colocation
Vetted institutional bots, hard circuit breakers
Deploy audited turn-key bots including Grids, DCA, and Cash-and-Carry Arbitrage, protected by hard daily loss caps and automated flattening rules.
What you get
- 25+ audited models with verified track records
- Hard loss caps, margin limits & emergency flattening
- 24/7 cloud execution with zero VPS setup
- 1-click deployment across 20+ supported brokers
Geometric Grid Pro
High-Frequency Grid
Dynamic arithmetic/geometric spacing with automatic range expansion and trend filters.
Discover proven strategies, subscribe in 1-click
Browse verified algorithms with audited Sharpe ratios, drawdowns, and live returns. Connect directly to execute in your connected broker in one click.
What you get
- 500+ community and quant fund strategies
- Audited backtests on real tick-by-tick data
- IP-protected signal execution without code exposure
- 70% monthly creator revenue share
Alpha Momentum Breakout V4
by QuantLab Global
Nifty 0DTE Volatility Skew
by ThetaEdge Alpha
Pairs Cointegration StatArb
by AlgoTrading Pro
24/7 cloud trading workers, hands-free execution
Deploy automated cloud workers including Infinity Grids and trend followers with sub-millisecond order replenishment and automated profit compounding.
What you get
- 100% cloud-hosted with 99.98% uptime SLA
- Dynamic infinity grids that follow market trends
- Automated profit compounding and reinvestment
- Runs 24/7 with zero local machine requirements
Infinity Grid Scalper
Spot & Futures GridCaptures micro-fluctuations between 24,800 and 25,200 with auto-adjusting limits.
Delta Neutral Market Maker
Spread MakerContinuous two-sided liquidity provider with sub-millisecond inventory skew.
Multi-TF Trend Hunter
Breakout & Follow15m SuperTrend + 1h EMA confirmation with trailing stop-loss profit protection.
One unified risk and execution engine
No matter which of the 11 automation paths you choose, every trade is protected by the same failsafe institutional risk framework.
Hard Kill-Switch & Daily Loss Caps
Set automatic daily drawdown caps, max open positions, and margin buffers. If a threshold is crossed, all active bots pause and positions square off.
Multi-Broker Order Routing
Route single or multi-leg orders simultaneously across Zerodha, Fyers, Angel One, Upstox, Dhan, Binance, and Delta Exchange from one interface.
Tick-Level Replay & Backtesting
Validate any of the 11 automation strategies against 10 years of tick-by-tick market history before committing real capital.
Ready to automate your trading edge?
Get started free with simulated paper trading, backtest against historical ticks, and deploy to live brokers whenever you are ready.