Algorithmic Trading & Risk Platform
A trading firm runs strategies in Python scripts with no risk controls and no systematic P&L attribution — a single strategy bug or position sizing error can wipe out a week of gains before anyone notices.
CAPABILITIES // WHAT GETS BUILT
What this system delivers for your team
Backtesting engine with historical tick data, configurable commission and slippage models, and walk-forward validation to prevent overfitting
Paper trading mode that shadows the live market without deploying capital — validate strategy behaviour in real conditions before going live
Live broker API integration with Zerodha Kite Connect, Fyers, or Angel One for order execution with configurable hard risk gates at order entry
Real-time portfolio risk dashboard — Greeks exposure (delta, gamma, vega), sector concentration, drawdown from peak, VaR, and margin utilisation
Position sizing engine with Kelly criterion, fixed fractional, and custom rule-based models — enforced at order entry, not advisory
P&L attribution showing which strategy, which instrument, and which time-of-day is generating alpha and which is dragging performance
Drawdown circuit breaker — strategy is automatically paused when daily loss or drawdown threshold is breached, with alert to risk manager
Every build is scoped to your organisation's workflow — features and modules may vary.
PROCESS // HOW I WORK
From scoping call to live system
Scoping Call
A 30–60 min free call to understand your workflow, team structure, and exact requirements. No commitment — just alignment.
Custom Build
I build the system to your specifications with weekly updates. All work is tracked — you see progress before final delivery.
Delivery & Handoff
Deployed to your infrastructure, your team trained, documentation handed over. Optional AMC for ongoing support.
FIT // WHO THIS IS FOR
Who this system is for
Quant Analyst / Prop Desk Head / Family Office CIO
Proprietary trading firm, family office, or individual algorithmic trader deploying ₹50 lakh or more in systematic strategies who currently operates through ad-hoc Python scripts, lacks real-time risk controls, and has no unified platform to manage strategy performance and portfolio risk simultaneously
Trading strategies are Python scripts that run on a laptop — if the laptop crashes mid-session, the position stays open with no stop-loss because there is no monitoring system; discovering the problem requires manual intervention
- —Trading strategies are Python scripts that run on a laptop — if the laptop crashes mid-session, the position stays open with no stop-loss because there is no monitoring system; discovering the problem requires manual intervention
- —The firm runs 8 strategies across 3 brokers — there is no consolidated P&L view; performance attribution is done in an Excel the quant analyst updates manually every Friday evening
- —Risk management is self-discipline, not systematic — there is no hard position limit, no drawdown circuit breaker, and no margin utilisation alert; a bad day can turn into a catastrophic day before anyone intervenes
BEFORE
Strategies are Python scripts run manually every morning. Broker positions are checked by logging into three different broker terminals. P&L is tracked in Excel. Risk management is informal — there are mental stop-losses but no hard enforcement. Backtesting is done in Jupyter notebooks with varying quality and no standard methodology.
WITH THIS SYSTEM
All strategies are deployed on the platform with broker API connections. Every order has a risk gate — no order executes that violates position limit, margin, or drawdown rules. The risk dashboard shows consolidated exposure across all strategies and brokers in real time. Drawdown alerts trigger before the loss becomes material. Backtesting results are reproducible and stored — the team compares strategy versions with consistent methodology.
KEY OUTCOME
Time to detect and respond to a strategy error or runaway position: minutes → seconds with automated circuit breaker. P&L attribution reporting: weekly manual Excel → real-time per strategy. Risk-adjusted returns: improved as systematic controls prevent tail-loss events that previously offset profitable periods.
BUILD // WHAT I DELIVER
What gets built for you
PROCESS // HOW IT WORKS
Every build starts with a scoping call. I understand your workflow, adapt the system to your team, and deliver a detailed price estimate before any work begins.
Ready to scope Algorithmic Trading & Risk Platform?
Book a free scoping call. I'll map your workflow, align the build to your team, and provide a detailed price estimate based on your requirements.
WORKS WELL WITH
These systems are commonly scoped together or phased into a connected build. Let me know during the scoping call if you're considering a multi-system setup — I'll structure the engagement accordingly.