AI Quantitative Intelligence
for Modern Markets.
Proprietary AI trading engines across Indian equities, derivatives, global FX, and commodities. Built for institutional risk, deployed with quantitative discipline.
Strategies in Production
Alpha Engine 01 · Gold
Adaptive AI agent trading the global gold market across multiple time horizons. Internal risk caps, automated position sizing, and continuous out-of-sample monitoring. Architecture details are confidential.
Alpha Engine 02 · Gold
Complementary intraday AI engine on gold — different signal regime to Alpha Engine 01. Combined together they target a smoother equity curve than either alone. Internals proprietary.
Index Option Alpha · NIFTY
Directional NIFTY index option engine with strict drawdown controls, automated exits, and intraday risk management. Fully automated order routing via broker API.
Premium Decay · NIFTY
Systematic NIFTY weekly options writing engine. Position-sizing adapts to implied volatility regime; automated hedges contain tail risk. Internals proprietary.
Equity AI Selector · NIFTY
Cross-sectional AI engine selecting and weighting constituents of the broader Indian equity universe. Currently in paper trading with live order routing simulated.
Index Forecast · NIFTY Spot
Research-stage AI forecaster on the NIFTY spot index. Under active backtesting and out-of-sample validation. Architecture and feature stack confidential.
Engineering principles, not buzzwords.
Adaptive AI Agents
Self-learning agents that adapt to changing market regimes. Continuous online evaluation, drift detection, and automated policy rotation when performance degrades.
Multi-Horizon Forecasting
Proprietary deep models extract market state across multiple timeframes simultaneously — short-term momentum to multi-day regime shifts.
Disciplined Risk Engine
Adaptive position sizing, regime-aware exposure caps, automated drawdown circuit breakers. Capital preservation is the first objective.
Low-Latency Execution
Direct broker integration for sub-second order routing across Indian equities/derivatives, global FX, and commodity markets.
Rigorous Backtesting
Walk-forward optimization, Monte Carlo robustness testing, strict out-of-sample validation gates. No curve-fitted strategies make it to live.
Live Telemetry
Real-time dashboards, structured event logging, alert pipelines, and full audit trails for every trade decision.
Built by a Quantitative Researcher.
QUANTX was born from years of obsession with quantitative markets — designing, backtesting, and operating AI trading systems across Indian equities, derivatives, global FX, and commodities.
With graduate-level research backgrounds from the Indian Institute of Science (IISc), Bangalore — one of India's most selective research institutions — the work behind every alpha engine here is grounded in rigorous research, walk-forward validation, and institutional-grade risk management. No marketing fluff, no “guaranteed returns,” no signal-selling.
What you see on this site is what runs in production: live AI agents on real capital, with audited drawdowns, transparent equity curves, and disciplined position sizing.
Talk to the team.
Institutional partnerships, capital allocation, and platform access — start a conversation.
Request Access