Algorithmic trading

Algo trading and backtesting for Indian markets – no code required

Build a strategy as a condition tree, backtest it on real NSE data with costs modelled, then forward-test it in paper mode before any capital is committed.

Strategy Studio – A visual condition-tree builder with pre-built templates for option spreads, swing and intraday systems, plus custom indicators – no code required.
Backtesting Engine – Tests a strategy against real historical NSE data with costs and slippage modelled, reporting profit factor, drawdown, win rate and the full trade list rather than a single equity curve.
Paper Trading – Runs any strategy against live market data with simulated fills, so a system builds a forward record before a single rupee is committed. Several strategies here are deliberately restricted to paper until they have one.

Built, not coded

Entry and exit as a condition tree, with the stop attached.

Backtested with costs

Brokerage, slippage and impact modelled – not a frictionless curve.

Then forward-tested

Recorded before the outcome is known, scored against real bars.

Algorithmic trading & backtesting

Strategy Studio – A visual condition-tree builder with pre-built templates for option spreads, swing and intraday systems, plus custom indicators – no code required.

Strategy Studio

Backtesting Engine – Tests a strategy against real historical NSE data with costs and slippage modelled, reporting profit factor, drawdown, win rate and the full trade list rather than a single equity curve.

Backtesting Engine

Paper Trading – Runs any strategy against live market data with simulated fills, so a system builds a forward record before a single rupee is committed. Several strategies here are deliberately restricted to paper until they have one.

Paper Trading

AlgoHub Live – Runs strategies as independent processes with per-strategy stops, daily loss limits and an end-of-day auto-stop, reporting each one's positions and P&L separately.

AlgoHub Live

Portfolio & Performance – Allocation and risk across every running strategy – exposure, correlation and realised performance per strategy rather than one blended number.

Portfolio & Performance

Mean Reversion · F&O Stocks – The index z-score / RSI-2 mean-reversion fade, run cross-sectionally over the whole F&O stock universe. Proves the aggregate edge first, then ranks the live candidates by how far each is stretched from its mean – fade the extremes back to the mean with an ATR stop.

Mean Reversion · F&O Stocks

Wealth Planner – Long-term cashflow projection on top of the model portfolios. Pick a risk profile, a SIP and a horizon; a Monte Carlo bootstraps that portfolio's real backtested monthly returns across thousands of paths to project the corpus range (P10–P90), the probability of hitting a goal, the required SIP, and whether a withdrawal plan survives.

Wealth Planner

Smallcases – Institution-style factor portfolios – momentum, quality, value & momentum, low-volatility and a multi-asset all-weather book. Each shows its constituents and weightage, a rebalance/churn signal (what to buy or sell and when), a regime-driven defensive rotation to gold and cash, and a walk-forward edge backtest versus its benchmark.

Smallcases

Order Audit Log – Every order the platform placed, with the reason it was placed, kept as an independent record from the strategy's own snapshot.

Order Audit Log

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Common questions

Do I need to write code?

No. Strategies are built as condition trees – indicators, comparisons and logic – and every one carries a stop.

Are costs included in backtests?

Yes: brokerage, slippage and impact are modelled. A frictionless backtest flatters a high-turnover strategy most, which is exactly where it misleads.

Is a backtest the same as a track record?

No. A backtest is fitted with hindsight; a forward test records each signal before its outcome is known. Both are shown, and they are labelled differently.

Try it on live market data

Paper mode first, against live prices.

Get started