Quantlys
Quantum-Quantitative Edge, Engineered for Speed

Your Quantum-Quantitative
Trading Pipeline, Fully Engineered.

End-to-end alpha generation powered by classical infrastructure fused with quantum advantage. From raw market data to live execution.

<5sExecution Latency
99.99%System Uptime
15+Asset Classes
10B+Daily Signals

Signal Engine

Enter Any Ticker. Get a Decision.

Every ticker runs through the live ML pipeline โ€” the same engine behind institutional-grade signals.

๐Ÿ“ŠS&P 500 Stocks Only โ€” maximum signal accuracy

Deep Research
Popular โ€”
Data IngestionWAITING
Feature EngineeringWAITING
Grok-3 AnalysisWAITING
Signal StrengthWAITING
Decision EngineWAITING

Quantlys Quantum Pipeline ยท Signals are informational, not investment advice.

What We Do

The Full Quant Stack

Three disciplined layers โ€” isolated, observable, independently scalable โ€” that together produce institutional-grade alpha.

Data Ingestion

Multi-venue WebSocket and FIX feeds, tick-by-tick normalisation, and columnar storage across 15+ asset classes.

Signal Engine

Hybrid classical + quantum ML models producing alpha signals with walk-forward validation and IC tracking.

Execution Layer

Sub-millisecond smart order routing with TWAP/VWAP, DMA, and implementation-shortfall optimisation.

Core Features

Every Layer. Fully Optimized.

Seven precision-engineered modules forming a complete quantitative trading stack.

QET Portfolio Intelligence

Full-spectrum portfolio calculator with Income, Growth and Blend strategy modes. Live ETF screening, scenario matrix, contribution sensitivity analysis, and personalized strategy playbooks.

Launch Calculatorโ†’

Real-Time Data Ingestion

WebSocket and FIX protocol feeds with tick-by-tick normalisation and multi-venue aggregation across 15+ asset classes.

Learn moreโ†’

Factor & Feature Engineering

Momentum, mean-reversion, volatility surface, and 200+ technical indicators computed in real time. Quantum kernel methods for non-linear feature extraction beyond classical PCA.

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Hybrid QML Signal Generation

Gradient boosting, LSTM, transformer-based alpha models paired with quantum-inspired kernels for walk-forward validation, IC tracking, and signal decay analysis.

Learn moreโ†’

Risk Management Engine

Real-time VaR, CVaR, and drawdown monitoring with position sizing via Kelly Criterion and Monte Carlo simulation for tail-risk.

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Backtesting & Simulation

Event-driven backtesting with realistic slippage, commission, and market impact models. Regime-conditioned performance attribution.

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Smart Order Execution

TWAP/VWAP algorithms with implementation shortfall optimisation, DMA, and broker-neutral smart routing with sub-50ยตs latency.

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Core Visual

From Tick to Trade in Microseconds

Data flow across the complete pipeline. Each layer is isolated, observable, and independently scalable.

Data Layer
Signal Layer
Execution Layer
Monitoring
Pipeline Architecture
Hybrid ML-driven pipeline from market data to live execution
Market Data FeedsWebSocket / FIX / ITCHNormalizer / Data LakeParquet / TimescaleDBFeature Engineering200+ FactorsAlternative DataSentiment / Order FlowHistorical DBTick / OHLCVSignal GeneratorLSTM / Transformer / Ensemble MLAlpha SignalsIC / Signal Decay / Z-ScoreRisk EngineVaR / CVaR / KellyPortfolio OptimizerMean-Variance / FactorsOrder ManagementPre-Trade Risk / Limit Checks / OMSSmart RouterTWAP / VWAP / SORPosition ManagerDelta / Gamma / ExposureComplianceReg / Audit LogExchange / Broker APIFIX / REST / WebSocketMonitoring / Performance AttributionGrafana / PnL / Sharpe / Factor Decomposition

Performance

Built for Alpha. Measured in Numbers.

Live numbers from a paper-trading account running the signal engine. Updated every five minutes from the broker โ€” no curated snapshots.

9.64Sharpe Ratio
+8.8%Total Return
โˆ’0.4%Max Drawdown
66.7%Win Rate

Account Equity

$108,775.65

+$8,776 vs. initial $100,000 ยท 162 trades

Long-Only EquityRisk-ManagedTrailing StopsPaper Trading
View Live P&L Dashboard โ†’
Portfolio Equity Curve
28 sessions ยท paper-trading account

Refreshed 4/29/2026, 8:10:55 AM ยท Not investment advice

Technology

The Stack Behind the Edge

Battle-tested infrastructure fused with modern ML primitives โ€” no compromises on either side.

Languages

PythonC++Rust

Data Infrastructure

Apache KafkaTimescaleDBArcticParquet

ML & Compute

PyTorchscikit-learnXGBoostRay

Quantum

D-Wave LeapQiskitPennyLane

Optimisation

CVXPYCPLEX

Infrastructure

KubernetesAWSDockerTerraform

Execution

FIX ProtocolITCHQuickFIX/J

Monitoring

GrafanaPrometheusOpenTelemetry

Data Ingestion

Multi-venue WebSocket + FIX feeds, normalisation, and columnar storage

Feature Engineering

200+ real-time factors via Python SDK with quantum kernel methods

Hybrid QML Models

Classical LSTMs and transformers fused with quantum-inspired ensembles

Risk Engine

Real-time VaR/CVaR + Monte Carlo tail risk simulation

Quantum Optimizer

Convex + QAOA-inspired optimisation for portfolio construction at scale

Smart Execution

TWAP/VWAP/SOR with sub-50ยตs latency at co-located infrastructure

Monitoring & Attribution

Grafana dashboards, factor decomposition, live PnL streaming

Who It's For

Built for Institutional Edge

Proprietary Trading Desks

Full pipeline deployment in on-prem or hybrid cloud. Sub-millisecond latency with FIX integration to your prime broker. Intraday portfolio rebalancing optimised for execution cost.

Quantitative Hedge Funds

Multi-strategy alpha platform with portfolio-level risk aggregation. Factor exposure management, Monte Carlo drawdown forecasting, and full PnL attribution.

Systematic Traders & Quants

Python-first SDK. Plug in your own models โ€” our infrastructure handles data ingestion, feature extraction, execution, and production monitoring.

Get Started

Ready to Engineer
Your Edge?

Whether you're launching your first systematic strategy or scaling a multi-portfolio platform โ€” Quantlys gives you the infrastructure to compete at institutional level.