QuantNifty is an algorithm development firm. Clients arrive with a trading rule, or a strategy they already trade by hand, and leave with production software: entry and exit logic, sizing, stop-losses that live on the broker's book, fill confirmation, order repricing and a kill switch, backtested with slippage on both sides and every statutory charge. The systems on our homepage run on our own capital and were built the same way. We do not sell signals, manage money or advise on what to trade.
01Who this is for
Three kinds of people get value from custom development, and it is worth checking you are one of them before reading further, because for everyone else a no-code platform is the right answer and we will say so.
- You trade a rule by hand and want it automated. You know your entries, exits and stops, you have executed them for long enough to trust them, and the constraint is now that a human cannot follow them consistently through a full session.
- You have outgrown a platform. You backtested on a no-code tool, it worked, and then you hit a wall: a condition the builder cannot express, execution behaviour you need control over, or a portfolio of strategies that has to be sized as one book.
- You want to own the system. Nothing is technically missing. You are simply not willing to have your trading depend on a subscription, a pricing change or a company's continued existence.
02What you get
Deliverables are source code, a backtest report and documentation. Where live execution is in scope, the broker integration and the risk plumbing around it as well.
| Component | What it covers |
|---|---|
| Strategy code | Entry and exit logic, instrument and strike selection, position sizing, stop-loss placement, re-entry rules, session boundaries |
| Backtest report | Slippage on both entry and exit, hedge cost, statutory charges, real historical expiry calendars, walk-forward validation, and the overfitting check on any parameter search |
| Execution layer | Broker API integration, broker-side stop-losses, fill confirmation, order repricing when a fill does not arrive, spike-trigger detection, reconnection handling, kill switch |
| Documentation | What the system does, how to run it, what it does when something goes wrong, and what to check each morning |
| Handover | It runs on your machine, under your broker login, on your capital. We hold no credentials and place no orders on your behalf |
03How an engagement runs
Specification first. Before anything is quoted, we work through your rule until it is unambiguous: two people reading it would place the same orders. This is frequently the most useful part of the engagement, because most manual strategies contain judgement the trader is not aware of using, and this is where it surfaces. Some clients stop here, having learned their rule is not what they thought it was. That is a good outcome, and it costs very little.
Then a written quote. What will be built, what it costs, roughly how long it takes. We may decline work we think is unsound, and we will tell you if we think the idea is not worth building before quoting rather than after.
Then the build. Two to four weeks for a well-specified strategy is typical. The backtest is run with every cost included, and if the rule does not survive that, you hear it then.
Then forward testing. The finished system runs against live data with no capital behind it, which is where the gap between a backtest and a market shows itself: fills at worse prices than modelled, a feed that stalls, an order that sits. We would rather find those on paper.
Then handover. The system goes live on your account at the smallest size the instrument allows, and you scale it on evidence.
04The part that decides live results
Most development effort in this industry goes into the signal. Most live losses come from everything around it. So the execution layer is where we spend a disproportionate share of the work, and it is worth knowing what that means concretely.
Stop-losses sit on the broker's book, not only inside the software, so they exist when the software does not. Every order is confirmed filled before the system acts on the assumption that it was. An order that does not fill is repriced rather than abandoned. A sudden move triggers a check before it triggers a trade. There is a kill switch, and you control it. And when the connection drops, the system knows what position it was in when it reconnects.
None of this is visible in a backtest and all of it is visible on the worst day of the year. Our own systems run this way on our own capital, which is the only reason we can say what it costs to get wrong.
05What we will not do
- Tell you what to trade. That is the service a SEBI-registered Investment Adviser or Research Analyst provides. We are neither, and we do not need to be to write software.
- Hold your funds or trade your account. No power of attorney, no credentials, no orders placed on your behalf. The system runs under your login and every order is yours.
- Sell you our own algos. The systems on our homepage run on our capital and demonstrate the engineering. They are not for licence, subscription or sale.
- Flatter a bad backtest. We kill more ideas than we ship. If your rule does not survive realistic costs, you will hear that before you have paid for a build.
06Why trust the engineering
The systems on the homepage are ours, built with the same code, running on our own capital, and every figure is published net of slippage, hedge cost and statutory charges. The forward test shows a full month of sessions, day by day, on data the strategy was never fitted to, including the losing days. The guides explain the method in enough detail that you can check whether we follow it.
Pick apart any of it. That is what it is there for.
07Questions people ask
How much does custom algo development cost in India?
It depends on scope, and anyone quoting a flat price before reading your rules is guessing. A well-specified strategy with standard execution is a smaller project than one that needs custom stop handling, multi-instrument sizing or a new broker integration. Every engagement is scoped and quoted in writing before work starts, stating what will be built, what it costs and roughly how long it takes. If we think the idea is not worth building, we say so before quoting rather than after.
How long does it take to build a trading algo?
Two to four weeks of development for a well-specified strategy is typical, followed by forward testing on live data before capital is involved. The largest variable is the specification. A rule that already states its entry, exit, sizing, stops and failure behaviour precisely moves fast. A rule that is still partly judgement takes longer, because the first job is surfacing the judgement and writing it down.
Which brokers and APIs do you work with?
Indian brokers that expose a trading API for NSE and BSE derivatives. Our own systems run live on broker APIs, and the integration layer, order handling and reconnection logic transfer between brokers. Since April 2026 the broker also has to have completed its own algo registration under SEBI's retail framework, and we confirm that before building against any API.
Do I own the code?
Yes. Deliverables are source code, a backtest report and documentation, and the strategy logic you specified is yours. Our internal frameworks and libraries used in delivering it remain ours, and you receive a perpetual licence to use them as embedded in your deliverable. The full terms are on the Terms page.
Will you give me a strategy to trade?
No. We build the strategy you bring. Recommending what to trade is the service a SEBI-registered Investment Adviser or Research Analyst provides, and we are neither. We will tell you honestly whether your rule survives realistic costs and out-of-sample testing, including when the answer is that it does not, but the decision to trade it is yours.
Can you convert a TradingView or manual strategy into a Python algo?
Usually, and the first step is the one people skip: writing the rule down completely. Pine Script and manual strategies both contain assumptions that only surface when someone tries to make a machine follow them. Once the rule is unambiguous, converting it to production code with proper order handling is straightforward. The conversion itself is rarely the hard part.
QuantNifty is an algorithm development and consulting firm. We are not a SEBI-registered Research Analyst, Investment Adviser, Portfolio Manager or Broker, and building software to a client's specification does not require us to be. Nothing on this page is investment advice. Performance figures on this site are backtested unless stated otherwise. Options trading can lose more than your initial capital. Full risk disclosure is in our Terms.
Tell us the rule.
We will tell you honestly whether it is worth building before quoting anything. Message on WhatsApp or use the form.
Tell us what you want built