Technology that fits your trading process.
Ready-to-use terminal capabilities, broker integrations, and custom algorithmic or research solutions.
One integrated platform for NIFTY options: research ideas, engineer strategies, validate them against evidence and execute through a flexible trading terminal.
All displays on this page use demo data.
Each stage feeds the next. Use the whole platform or engage with the capabilities that fit your workflow.
Tick-level capture, checked every trading day.
02 / FEATURES↗1-second bars and 8 proprietary indicator families, built nightly.
03 / RESEARCH↗Strategy maps and logged studies. Most ideas are rejected.
04 / VALIDATION↗Reproduced exactly, then tested on unseen dates.
05 / EXECUTION↗One terminal, five ways to trade.
06 / TOOLS↗Visual Alpha Profiler, chart workbench and marked-chart viewer.
07 / HOW IT IS BUILT↗AI agents build it. Other agents try to prove it wrong.
Ready-to-use terminal capabilities, broker integrations, and custom algorithmic or research solutions.
The platform architecture, proprietary tools, engineering approach and potential areas for collaboration.
How research pipelines, strategy engines, validation systems and execution interfaces fit together.
We build AI-assisted, statistically validated Algorithmic Trading Machines (ATMs): strategy research, reproducible large-scale backtesting, signal handling, and broker order routing — all in one connected process.
The idea is prototyped in Pine Script or Python, then reproduced and tested in our Python backtest engine.
The validated strategy runs live in our Python engine and sends its entry and exit signals to the order engine.
Receives triggers, applies order rules and manual controls, selects the best strike at or near the money, and acts as the broker gateway.
Places orders through your own broker account's API. Built today for Zerodha Kite Connect and FlatTrade PiConnect.
Validate your strategy the way we validate ours. We set up the same pipeline for you: an exact Python replica of your strategy, large-scale backtests on data you are licensed to use, and a one-time check on dates it has never seen, before any capital is used.
See how a strategy is tested ↓Each strategy we take forward has a Python replica, run on an engine that reproduces the Pine strategy engine's next-bar fills, margin and commissions. The live strategy runs in Python.
Orders go through your own broker account's API. Current integrations are Zerodha Kite Connect and FlatTrade PiConnect, subject to account access and API capabilities.
A terminal to trade from, and a simulator to practise on. Ready-made for day trading NIFTY options; any NSE or BSE security can be traded with customisation.
5-way input action hub
Replay a recorded trading day from your own data, tick by tick, through the real terminal, at real time or faster. It picks a recorded day and contract from a tick store; for clients, it connects to tick data they are licensed to use.
Built to capture every tick of a live feed, check every trading day for gaps, and repair or flag what is missing. Held for our own research, never distributed.
Every NIFTY option tick is queued in RabbitMQ and written to the database by Celery workers, so a slow write does not lose ticks. Each day is archived while capture keeps running.
A daily health check finds missing seconds. Gaps in the feed itself are detected and recorded.
Verified gaps are filled; a day that cannot be repaired is marked, so data-quality issues are visible rather than silently ignored.
SHA-256 fingerprints catch any change to stored data.
Finished data is sealed so nothing rewrites it. Long runs are supervised and restart from their last checkpoint.
One source for the exchange's rules: holidays, lot sizes, freeze quantities and session hours. The same file generates the Pine Script code.
Research history
History kept for our own individual research. Option ticks, and longer-run index and volatility bars, kept to research and test our own individual strategies. None of it is distributed.
Ticks become 1-second bars and 8 proprietary indicator families, stored as 13 datasets. A strategy only ever sees what it could have known at that second.
Features from several timeframes are aligned to one 1-second grid. A slower timeframe is lagged one bar before it meets the 1-second grid, and a test checks the stored data for it.
Each contract-day is written once, fingerprinted with SHA-256 and sealed read-only, so every result can be traced to the exact data it used.
We design indicator families, test ideas as logged studies, and drop most of them because they don't meet their success criteria.
Where the market sits between bullish and bearish, at three speeds, every second.
Two indicator families, P4 (Prem's Precision Power Parity) and MF (Minu's Favorite), each read at 1-minute, 5-minute and 15-minute views, updated every second. Marker positions are illustrative.
It jumps every 15 minutes and lags.
The slow view is rebuilt from fast prices, so it moves smoothly and timeframes compare directly.
Several timeframes, stacked into one decision.
A second ACTIS line runs on 1-minute bars. Each strategy family is tested the same way: reproduced, then confirmed on dates it has never seen.
Strategy families and the research infrastructure behind them.
Counts as of 31 Oct 2026.
Most of our engineering time goes here. A backtest that cannot be reproduced proves nothing.
Many ideas go in; at most three finalists reach the vaults, and each vault is read once.
No more changes.
Nothing on this page claims a strategy has passed. This is the path one must take.
A strategy must meet all four.
Mandatory targets, not results. This page shows no trading performance.
The Pine Script strategy and its Python replica must take the same trades under the same data, timing and execution assumptions. A mismatch is a defect to fix, not something to explain away after seeing the result.
Built for our own research, and the basis of our custom charting work. Shown on synthetic demo data. Select any screenshot to enlarge it.
Every trade or event of a study, overlaid on one chart, with standard slice filters and distributions.
Synthetic demo study (made-up 2030 data)Multi-pane charts in IST or UTC time, with high-resolution snapshot and export.
Chart explorationRedraws a strategy's indicator plots for any past day from our own data, including expired contracts. Mark up and comment on any bar.
Review & annotationThe trading terminal and its simulator are shown under Hands-on trading.
AI coding agents build against strict architectural specifications, while independent review agents and automated test suites actively try to break every change. Evidence, deterministic testing, and accountable human sign-off determine what ships.
An agent makes the change and writes down every claim it makes, each with the command that proves it.
A separate agent gets only those claims and the code change, not the builder's reasoning. It re-runs every command and tries to prove each claim wrong.
Whatever it disproves is corrected. If the two still disagree after two rounds, a person decides.
The outcome goes into a findings tracker and a daily engineering journal, so lessons carry into the next change.
As of 31 Oct 2026.
We build custom trading terminals, broker API integrations, and quantitative validation pipelines for algorithmic and discretionary traders.
A configurable terminal for discretionary and assisted trading.
Strategy implementation, testing, signal handling and execution.
Quantitative research and visualisation shaped around a defined problem.
Scope and delivery are agreed in a requirements discussion. These are service propositions, not a statement that every feature is offered as a self-service product.
Principal Architect
Senior IT Professional, and Entrepreneur with 25+ years of leadership spanning Enterprise Software Delivery, BI & Data Warehousing Architecture, International Business Development, and Multidisciplinary Ventures.
LinkedIn: linkedin.com/in/prem--srinivasan ↗Tell us whether you're exploring a trading terminal, broker integration, algorithmic workflow or quantitative research solution. We can start with the problem and shape the right engagement.