We run multiple systematic trading desks, each focused on a specific market inefficiency. Every desk operates rule-based, directional, semi-directional, and non-directional algorithms that are researched, backtested, and deployed through our internal pipeline.
Systematic strategies across NIFTY and BANKNIFTY options. Delta-neutral, volatility-focused, and mean-reversion approaches. Mid-frequency timeframe with institutional-grade risk controls.
Quantitative strategies exploiting short-term pricing inefficiencies across equity baskets. Factor-based models with systematic portfolio construction and rebalancing.
Trend-following and momentum strategies on index and stock futures. Multi-timeframe signal aggregation with adaptive position sizing and defined maximum risk.
Robust, ongoing investments in market access, data, research, and compute infrastructure enable our quantitative teams to focus on what they do best: finding alpha. Everything we trade is born in research.
Ingest, clean, normalize, and store market data at scale. Tick-level historical databases combined with real-time feeds from multiple exchanges to power our probabilistic mathematical models.
In-house unified backtesting and simulation environment. Realistic transaction cost modeling, performance attribution, and a rigorous pipeline taking hypotheses to production.
Custom webhook-based order routing system capable of integrating with any broker or proprietary OMS. Smart execution minimizing slippage and automating position management.
We are a small, focused team of quantitative researchers, engineers, and traders. We hire for curiosity, rigor, and the drive to solve problems at the intersection of finance and technology.
Inspired by the "Team of Teams" philosophy, we create a stimulating, results-oriented environment where the world's best systematic portfolio managers can build strategies independently while benefiting from institutional economies of scale.
Ideas win, not titles. We foster deep collaboration across all desks.
Rigorous post-mortems, academic paper reviews, and constant experimentation.
We believe good research requires exceptional engineering infrastructure.
Experts in statistics, signal processing, and financial modeling who build our probabilistic models.
Low-latency specialists building the infrastructure, execution systems, and research tools.
Professionals managing desk operations, risk oversight, and live market deployments.
We are actively exploring strategic partnerships and capital allocation opportunities with Family Offices, Broking Desks, and Prop Funds.
Looking to join the team? Reach out to hello@alphabots.in with your resume and a brief note on how you think.