AITRADE-ING is a quantitative trading and market intelligence organization focused on designing, testing, auditing, and deploying automated trading systems across multiple asset classes using data-driven and statistically robust methodologies.

Our trading bots are engineered to operate autonomously across market regimes, with a strong emphasis on risk control, execution efficiency, and volatility-aware decision-making.

• Market Data Ingestion
  • Real-time WebSocket feeds (tick, order book, OHLCV)
  • Multi-depth bid/ask analysis (Level II & depth-based metrics)
• Signal Generation
  • Order Flow Imbalance (OFI)
  • Volatility modeling (statistical + ML-based)
  • Spread, depth ratio, and liquidity-aware signals
• Execution Logic
  • Latency-aware order placement
  • Slippage and spread minimization
  • Exchange-specific execution constraints
• Risk Management
  • Dynamic position sizing
  • Volatility-adjusted stop-loss and take-profit
  • Exposure, drawdown, and leverage controls
• Backtesting & Validation
  • Tick-accurate backtests
  • Walk-forward analysis
  • Strategy stress testing under extreme volatility
• Monitoring & Auditing
  • Live performance tracking
  • Strategy health checks
  • Automated anomaly detection

Our systems follow a modular architecture:

Market Data → Feature Engineering → Signal Engine → Risk Engine → Execution Engine → Monitoring

Each module is independently testable, auditable, and replaceable.

• Python – Core strategy logic, data pipelines, ML models
• Flutter – Mobile and cross-platform monitoring interfaces
• OpenSCAD / Blender – Hardware prototyping (research & experimentation)
• REST & WebSocket APIs – Exchange connectivity

• LSTM-based time-series modeling
• GARCH & volatility clustering
• Statistical arbitrage models
• Market microstructure analysis
• Feature extraction from order books (depth, imbalance, spread)

• Dockerized deployments
• CI/CD with GitHub Actions
• Cloud + edge-based execution nodes
• Real-time logging and alerting
• Secure API key management

• Strategy-level unit testing
• Integration testing for feeds & execution
• Performance regression testing
• Code and logic audits (test & audit engineering discipline)

We actively research and deploy systems across:

• Equities
  • Indian & global markets
• Derivatives
  • Index futures and options
  • Volatility-driven strategies
• Forex
  • Major and minor currency pairs
• Crypto Assets
  • Spot and derivatives markets
• Proprietary & Simulated Markets
  • Strategy incubation and stress testing

• Risk-first, returns-second
• Automation without overfitting
• Data > opinions
• Auditability over black-box systems
• Scalability with discipline

The organization is backed by expertise in:

• Software testing and audit engineering
• Quantitative finance and market microstructure
• Automated systems design
• Infrastructure reliability and monitoring

All systems are built for research, proprietary trading, and educational purposes.
Nothing here constitutes financial advice or solicitation.

We collaborate selectively on:

• Quant research
• Infrastructure design
• Strategy validation
• Tooling and automation

📧 Contact details available upon request.

Mail us at reachout@aitrade.ing

AITRADE-ING — Engineering markets with precision.