// Quantitative & Technical LLP — est. 2024
Artiquant engineers systematic alpha through quantitative research, AI-native trading systems, and institutional-grade risk frameworks — operating at the intersection of mathematics, code, and markets.
// 01 — about
Artiquant is a quantitative and technical LLP built on a single conviction: alpha is earned through rigorous research, not intuition. We combine advanced stochastic modeling, AI agent architectures, and institutional risk engineering to systematically identify and capture trading opportunities across futures, equities, and digital asset markets.
See Our Stack →Multi-factor alpha discovery with statistical validation and regime-awareness.
Low-latency, rule-based order routing with SPRT-based edge monitoring.
VaR, CVaR, Calmar-optimised drawdown control and Kelly position sizing.
LLM-powered financial intelligence and autonomous research agents.
// 02 — expertise
Nine domains. One unified quantitative framework.
Data-driven alpha generation using stochastic models, Bayesian inference, and multi-regime frameworks. Every strategy statistically validated before deployment.
CoreOrder flow analysis, footprint-based POC defense, delta divergence reversal, and stacked imbalance breakout strategies on NQ and equity index futures.
ExecutionPre-programmed instruction sets with state-machine anti-spam, SPRT edge-degradation detection, and full Pine Script v5 / ThinkScript multi-platform deployment.
SystematicVaR / CVaR budgeting, fractional Kelly sizing, Calmar-optimised drawdown control, Sharpe/Sortino monitoring, and real-time risk dashboards.
RiskProduction-grade GUI tools — Python CustomTkinter risk analytics suites, PyQt6 research browsers, Tkinter evaluation apps — all dark-themed and zero-dependency.
FintechAutonomous LLM agent pipelines for market intelligence, earnings analysis, and regulatory monitoring — replacing hours of manual research with structured inference.
AI · 2026Hidden Markov Models for market regime classification, Kalman filter price tracking, and Ornstein-Uhlenbeck VWAP deviation frameworks — all production-deployed.
MLDesigning structured prompt architectures for financial domain LLM applications — earnings call parsing, SEC filing distillation, and quantitative narrative extraction.
ResearchMathematical payout engineering for funded account challenges — Tradeify, Lucid, MyFundedFutures — with five-dimensional constraint modelling and drawdown-first sizing.
Applied// 2026 direction
From India to global markets — Artiquant is building the operational and quantitative infrastructure for the next phase of systematic trading, with institutional-grade tooling and AI-native research workflows.
// 03 — contact
Collaborations, research partnerships, and quantitative consulting — we're always interested in conversations with serious market participants.
Artiquant Tech LLP
Quantitative & Technical Trading
India · Global Markets