Every module designed to operate in real markets.
No demos. No simplified simulations. QuantFlowPro runs in real market conditions with institutional-grade infrastructure.
Simulate before risking real capital.
QuantFlowPro's backtesting engine processes tick-by-tick historical data with real slippage, broker commissions and liquidity constraints. Get statistically significant results in seconds, not hours.
- Tick-by-tick data from 2010 across 50+ markets
- Configurable slippage and commissions per instrument
- Metrics: Sharpe, Sortino, Calmar, max drawdown
- Walk-forward analysis and Monte Carlo built in
per full backtest
Over 2,000 daily signals generated by Gemini.
Google AI Studio Gemini models analyse institutional order flow, macroeconomic data and market sentiment in real time to generate high-probability signals with explanatory context.
- Sentiment analysis on news and social media
- Pattern detection in institutional order flow
- Short-term volatility prediction
- Signals with confidence score and explanatory context
signals generated / day
Sub-5ms. No intermediaries.
Direct broker integration via FIX protocol and REST API. Orders are automatically routed to the best available price with real-time risk management and execution confirmation.
- FIX 4.2/4.4 protocol and native REST API
- Smart order routing to multiple venues
- Real-time position management and P&L
- Automatic circuit breakers by drawdown
execution latency
Risk under control. Always.
Multi-layer risk management system with dynamic stop-loss, exposure control per asset and strategy, and configurable drawdown limits. The system can automatically pause trading if thresholds are exceeded.
- Dynamic stop-loss based on ATR volatility
- Exposure limits per asset, sector and strategy
- Automatic pause by daily/weekly drawdown
- Real-time alerts via email and webhook
historical max drawdown
Integrated with your stack.
REST API documented with OpenAPI 3.0. Webhooks for market events, execution and risk.