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Synchronizing institutional data and market states…
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Synchronizing institutional data and market states…
QuantFlow executes algorithmic strategies against tick market datasets using a native C++ compilation pipeline. Engineered for institutional backtesting, risk decomposition, and deterministic performance validation.
MEAN EXECUTION
< 0.38 ms
CPP ENGINES
7 Native
TICK RESOLUTION
Sub-millisecond
ASSET COVERAGE
Multi-Asset
C++ Strategy Suite
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 momentum vectors.
Simple moving average crossover (Fast/Slow SMA) with strict trend confirmation rules.
Exponential moving average crossover assigning weighted priority to recent tick price action.
Relative Strength Index oversold and overbought bounds analysis with custom period triggers.
Mean reversion strategy trading standard deviation upper and lower volatility bounds.
Average True Range volatility filter designed to isolate breakout regimes and manage stop loss.
Interactive Simulator
Test how QuantFlow's C++ engine evaluates capital allocation and strategy parameters in real time against historical order books.
+38.4%
Projected Capital: $138,400
Backtests run directly inside compiled C++ binaries instead of interpreted scripts, processing millions of tick 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.
Subscription Tiers
Integrated directly with Razorpay Subscription Plan (`plan_TXyJgz1fKGqKIy`). 7-day money-back guarantee.
Default tier upon sign-up for basic quantitative testing.
Full institutional access to low-latency C++ compilation engine.