Sub-millisecond Execution
Co-located gateway, kernel-bypass networking, and lock-free order books for deterministic latency.
FinTech · Quant Engineering
Algorithmic trading infrastructure, end-to-end.
From low-latency market-data ingestion to strategy DSLs, execution gateways and exchange connectivity — we engineer the full stack that runs institutional trading desks.
FinTech · Algo Trading
Engineering low-latency trading systems that execute when it matters.
Our quant engineering practice ships institutional-grade algo trading stacks — from market-data ingestion and strategy DSLs to execution gateways with deterministic risk controls.
High-Frequency Data Pipelines
Sub-millisecond tick ingestion across NSE/BSE feeds with lock-free ring buffers and zero-copy serialization.
Indicator Automation
Composable RSI, MACD crossovers, Bollinger and VWAP signals with backtested strategy graphs.
Market Cycle Analysis
Regime-detection models that classify trending, ranging and volatile cycles in real time.
snepi-algo · live
- $snepi-algo --strategy macd_x --symbol RELIANCE
- >[OK] feed=NSE latency=0.42ms
- >RSI(14)=62.1 MACD=+1.84 signal=BUY
- >regime=TRENDING_UP vol=0.18σ
- >executing 1 of 3 legs … filled @ 1287.45
- >P&L Δ=+0.84% sharpe=2.31 drawdown=-0.6%
- $_
RELIANCE · 1m▲ +0.84%
Capabilities across the trading lifecycle
Multi-Venue Connectivity
Adapters for NSE, BSE, MCX and global venues via FIX 4.4/5.0, ITCH and proprietary binary feeds.
Strategy DSL & Backtesting
TypeScript-typed strategy graphs with deterministic replay against years of tick data.
Pre-Trade Risk Controls
Position, exposure, fat-finger and kill-switch checks executed on every order in microseconds.
Indicator Library
Production-grade RSI, MACD, EMA, VWAP, Bollinger, ATR with vectorized GPU-accelerated paths.
Ops & Observability
Per-strategy P&L, slippage telemetry, OpenTelemetry traces and PagerDuty-grade alerting.