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Synchronizing institutional data and market states…
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Synchronizing institutional data and market states…
Execute SMA, EMA, RSI, MACD, Bollinger Bands, and ATR volatility strategies against millions of market ticks with compiled C++ sub-millisecond execution speed.
<0.5 ms
Mean C++ Execution
7 Engines
Native C++ Strategies
99.99%
Rest API Uptime
PostgreSQL
Prisma Analytics Storage
ACTIVE BACKTEST ENGINE
MACD Strategy Execution
CUMULATIVE RETURN
+38.40%
C++ Execution Logs
Every strategy is written natively in C++ for maximum throughput, low memory footprint, and exact mathematical precision.
Moving Average Convergence Divergence algorithm calculating signal crossovers and histogram momentum.
Simple moving average crossover (Fast/Slow SMA) with strict trend confirmation rules.
Exponential moving average crossover assigning weighted priority to recent market tick price action.
Relative Strength Index oversold and overbought bounds analysis with custom period triggers.
Mean reversion strategy trading standard deviation upper/lower volatility bands.
Average True Range volatility filter designed to isolate breakout regimes and manage stop loss.
Backtests run directly inside compiled C++ binaries instead of interpreted scripts, executing millions of calculations per second.
Generate institutional backtest tear sheets with full trade breakdown, drawdown metrics, and Sharpe ratio analysis for PDF/CSV download.
Persisted backtest history, trade metrics, and user subscriptions isolated per user with Clerk JWT verification and PostgreSQL data security.
Test how QuantFlow's C++ engine evaluates capital allocation and strategy parameters in real time.
PROJECTED RETURN METRICS
+38.4%
Projected Capital: $138,400
Integrated directly with Razorpay Subscription Plan (`plan_TVZsFngyhIUrLc`). 7-day money-back guarantee.
Default tier upon sign-up for basic quantitative testing.
Full institutional access to low-latency C++ compilation engine.