Desk lane
Intraday and swing teams get a prioritized watchlist with regime context and invalidation levels.
- Opening auction stress map
- Index vs single-name divergence
- Event calendar overlays
Indian markets · pre-open intelligence
Rank the move while it is still assembling.
QuantStorm-2026 turns order flow, vol surfaces, and cross-asset drift into explainable hypotheses for NSE and BSE desks. One brief you can forward before the bell, not another chart wall.
Liquidity arrives in bursts. Your dashboard shows the echo.
Block prints, index rebalances, FII flows, and overnight gaps do not line up on one timeline. QuantStorm scores what is correlating across cash, futures, and options before it collapses into a single obvious candle.
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Signal fusion
Order-book imbalance, realized vol, and stress indices combined by regime, not isolated alerts.
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Risk-first ranking
Each hypothesis ships with drawdown bands and sizing hints matched to your vol budget.
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Broker-agnostic delivery
Webhooks, CSV snapshots, and a read-only API without terminal lock-in.
Engine
From ticks to ranked intent
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01
Ingest
Normalized NSE/BSE cash and derivatives feeds, FX cues, and vol indices, clock-synced and deduplicated.
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02
Regime classify
Vol-cluster and HMM layers tag the session: trend, mean-revert, event, or liquidity vacuum.
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03
Rank and explain
Scores from 0 to 1 with plain-language drivers so humans can veto what models cannot see.
Two lanes, one storm model
Systematic lane
Quants export feature vectors and confidence scores into their own execution stack.
- Batch and streaming API
- Historical replay, 2024 through 2026
- Sandbox keys for paper trade
2026 early access
We are onboarding a small cohort of desks and independent quants for closed beta. Share your universe and stack; we reply within two business days.