Institutional Broking
Execution and market access for banks, funds and proprietary desks, routed through co-located infrastructure. Dealing support sits with the team that built the system.
Sophisticated solutions
for complex markets.
Purpose-built capabilities across trading, technology, research and asset management.
What we offer
Fund Management
Systematic strategies designed, tested and monitored in-house, with no discretionary overrides. Capacity is capped deliberately so returns are not diluted.
Clearing
Clearing and settlement run on infrastructure we own end to end, across NSE, BSE and MCX. Positions, margins and obligations reconcile through the session, not after it.
Stratus Fund
A quantitative fund built on signals researched, backtested and deployed by small teams. Exposure and drawdown are monitored independently of the desk.
Our ventures
Retail Broking
Market access for individual traders on the same stack our institutional clients use. Onboarding, risk limits and reporting are handled by one team.
Open demat account→
QuantInsti
Education in algorithmic and quantitative trading, taught by people who run live systems. Courses, tooling and research move together with the desks.
Learn algo trading→What our clients say
The desk answers in minutes, not tickets. Our fills improved the week we moved over, and the reporting finally matches what we see on our own screens.
We ran a three-month parallel before switching. Latency held through expiry days, which is when everything else we tried used to fall apart.
Margins and obligations reconcile through the session. My operations team stopped staying back for end-of-day breaks.
What sold us was talking to the people who wrote the engine, not an account manager reading from a deck.
Onboarding took four days including risk limits. I have waited longer for a broker to return a call.
Capacity is capped deliberately, and they said so before we asked. That kind of honesty is rare on this side of the market.
Their co-located setup let us retire two vendors. One team now owns access, clearing and reporting.
Drawdown monitoring sits outside the desk. As an allocator, that separation is the first thing I check.
The exchange connectivity has not dropped a session in eighteen months. That is the whole review.
They pushed back on a strategy we wanted to scale, with data. We listened, and the numbers proved them right.
The desk answers in minutes, not tickets. Our fills improved the week we moved over, and the reporting finally matches what we see on our own screens.
We ran a three-month parallel before switching. Latency held through expiry days, which is when everything else we tried used to fall apart.
Margins and obligations reconcile through the session. My operations team stopped staying back for end-of-day breaks.
What sold us was talking to the people who wrote the engine, not an account manager reading from a deck.
Onboarding took four days including risk limits. I have waited longer for a broker to return a call.
Capacity is capped deliberately, and they said so before we asked. That kind of honesty is rare on this side of the market.
Their co-located setup let us retire two vendors. One team now owns access, clearing and reporting.
Drawdown monitoring sits outside the desk. As an allocator, that separation is the first thing I check.
The exchange connectivity has not dropped a session in eighteen months. That is the whole review.
They pushed back on a strategy we wanted to scale, with data. We listened, and the numbers proved them right.
Settlement breaks used to be a weekly ritual. We have not opened one since March.
They gave us colo rack space and the tuning notes to go with it. No one else offered the second part.
Risk limits update intraday without a support ticket. That alone changed how we size positions.
We audited their clearing stack line by line before signing. It held up better than our own.
Order rejects dropped to near zero after migration. The desk explained every one that remained.
Attribution reports arrive before we ask. Our investors notice that more than the returns.
Expiry week is the real test. Their throughput did not blink while ours was the bottleneck.
We started with one segment and moved everything within a quarter. The switch was uneventful, which is the point.
Their research team answers questions they were not paid to answer.
Two exchanges, one reconciliation file, no arguments at month end.
Settlement breaks used to be a weekly ritual. We have not opened one since March.
They gave us colo rack space and the tuning notes to go with it. No one else offered the second part.
Risk limits update intraday without a support ticket. That alone changed how we size positions.
We audited their clearing stack line by line before signing. It held up better than our own.
Order rejects dropped to near zero after migration. The desk explained every one that remained.
Attribution reports arrive before we ask. Our investors notice that more than the returns.
Expiry week is the real test. Their throughput did not blink while ours was the bottleneck.
We started with one segment and moved everything within a quarter. The switch was uneventful, which is the point.
Their research team answers questions they were not paid to answer.
Two exchanges, one reconciliation file, no arguments at month end.