Quantitative Research powered by AI

Markets.
Data.
Edge.

QuantAlps is an algorithmic trading research platform built on real-time data pipelines, AI-driven signal generation, and automated execution across Indian and crypto markets.

24/7
Crypto monitoring
2+
Live markets
16yr
Domain expertise
Iterations
ETHUSD ▲ 2,328.11
NIFTY50 ▲ 22,450.30
SUPERTREND BULLISH
ADX(1H) 17.9 · NEUTRAL
RSI(5m) 54.2
BTCUSD ▲ 84,210.00
BANKNIFTY ▼ 48,120.50
MACD BULLISH CROSS
ETHUSD ▲ 2,328.11
NIFTY50 ▲ 22,450.30
SUPERTREND BULLISH
ADX(1H) 17.9 · NEUTRAL
RSI(5m) 54.2
BTCUSD ▲ 84,210.00
BANKNIFTY ▼ 48,120.50
MACD BULLISH CROSS
About

Built by a practitioner, not a theorist.

QuantAlps is an independent algorithmic trading research platform founded by a senior technologist with 16 years of enterprise banking experience and a deep passion for quantitative markets.

The platform combines deep financial domain expertise with modern AI/ML techniques to build trading systems that are robust, explainable, and profitable in live conditions.

Every strategy is tested on real capital before being scaled. No backtested fantasies — just data-driven edges.

Research-first approach

Every signal is grounded in market microstructure research — CPR, SuperTrend, ATR trailing exits, and multi-timeframe confluence.

Production-grade infrastructure

Cloud-native deployment with static IP, automated login, real-time WebSocket feeds, and systemd-managed services.

Full stack ownership

From data ingestion to order execution to live dashboard — every layer is built and maintained in-house for maximum transparency and control.

NSE · India

Nifty 50 Options

Intraday options trading on India's benchmark index using momentum signals, key level identification, and disciplined risk management.

  • SuperTrend + CPR confluence signals
  • Automated Zerodha KiteConnect execution
  • Market hours: 9:15 AM – 3:30 PM IST
  • Real-time Telegram alerts
Delta Exchange · 24/7

ETHUSD Perpetual

Round-the-clock futures trading on Ethereum using multi-timeframe SuperTrend analysis with dynamic position sizing and ATR-based exits.

  • 5m + 15m SuperTrend confluence
  • Dynamic leverage & position sizing
  • Always-on WebSocket data feed
  • Automated entry, SL & target orders
Tech Stack
Data & Signals
Python + pandas-ta
Real-time OHLCV ingestion, indicator computation, and signal generation pipeline.
pandasTA-LibnumpyWebSocket
Execution
KiteConnect + Delta API
Broker API integration with automated order placement, modification, and position tracking.
ZerodhaDelta ExchangeREST
Dashboard
Flask + Nginx
Live trading dashboard with real-time signal display, position monitoring, and bot controls.
FlaskGunicornNginxSSL
Infrastructure
DigitalOcean
Cloud-native deployment with static IP for SEBI compliance, systemd services, and automated failover.
Ubuntu 24.04systemdcron
Storage
MySQL
Trade history, signal logs, and performance data stored for backtesting and analysis.
MySQL 8trade logsOHLCV
Alerts
Telegram Bot
Instant push notifications for trade entries, exits, SL hits, and system health events.
pyTelegramBotAPIreal-time

Let's talk markets & tech.

Open to conversations about quantitative strategies, algorithmic trading infrastructure, and AI in fintech. Reach out via email or follow QuantAlps on LinkedIn.