Knowledge base

Platform Documentation

Learn how to design, simulate, and optimize custom quantitative models on Indian equities without writing code.

Getting Started

Learn the core workflow of quantitative backtesting.

1. Navigate to the Quantitative Strategy Engine catalog.

2. Select a strategy from the ready list (e.g. EMA Crossover).

3. Configure adjustable parameters (moving average intervals, timeframes, risk tolerances).

4. Trigger the simulation and monitor the results view in real-time.

Risk Management

Understand stop-loss and take-profit mechanics.

Configure risk thresholds to protect simulated capital:

• Stop Loss (SL): Exits the position immediately if price drops below a configured ratio.

• Take Profit (TP): Liqudates position to lock in gains once target yields are met.

• Max Positions: Limits the active trades run concurrently to balance capital allocation.