QuantTrade
QuantTrade is the algo trading solution of InvestWeave. It lets a desk author a strategy, prove it and run it on any market it connects, across equities, derivatives, commodities and currencies. Strategies are built in the interface without code, backtested tick by tick, and run under one exposure against one limit. Agents propose; none can act, because there is no write path to a position.
Capabilities
One system of interaction and governance, end to end, with intelligence attached to the stage it serves.
Author without code.
A visual builder over a full technical indicator library lets a strategist author and change a strategy in the interface, with no programming and no release cycle.
Every print, not bar approximations.
Strategies are tested tick by tick across years of history, deterministically, so the same input gives the same number every time and results can be trusted.
Prove it before any capital.
A strategy runs in live market conditions with nothing at risk, so it is proven under real conditions before a single rupee is committed.
Route where you choose. No venue lock-in.
Execution is multi-broker by design, so a desk routes where it chooses across any exchange it connects, with no lock-in to one venue.
Options as a first-class citizen.
107 ready option structures are priced on the live chain, so complex structures are built, priced and run as first-class objects rather than assembled by hand.
One exposure, against one limit.
Every strategy and structure rolls into one exposure against one limit, breaches are flagged the moment they arise, and any decision can be replayed exactly.
How it works
Research, author, backtest, paper trade, go live and govern, with ten agents each attached to the stage they serve. Every agent proposes; none can act, because there is no write path to a position.
A discovery workshop with trading and technology leads maps desks, strategies and markets, then a pilot runs one desk live on your data.