QuantInd builds, backtests, and ships rules-based strategies for Nifty, BankNifty, and Indian equities — engineered for Zerodha Kite & Streak, ready to deploy. No signals in your DM. No screenshots of P&L. Just code, equity curves, and the numbers behind them.
You either pay ₹3,000/month to a Telegram tipster with a fake P&L screenshot, or ₹50,000/month for an institutional terminal you can't afford. We built the missing middle: real backtests, real code, real CAGR — at retail-trader pricing.
Loud, vague, and unverifiable. The "85% accuracy" claim doesn't survive a single backtest.
Rules-based strategies with public backtests, Streak-ready code, and weekly equity-curve updates.
Bloomberg, Refinitiv, QuantConnect Pro — built for funds, not the trader running a ₹5L account.
Each strategy ships with a Pine Script v5/v6 file, a Streak-ready blueprint, a 10-year backtest, and a weekly equity-curve update. Returns shown are net of brokerage and 0.05% slippage per trade.
MA crossover + ADX filter on 15-min Nifty Futures. Long-only intraday. Designed to avoid chop.
ATR-bounded reversion on 5-min BankNifty. Both sides. Built for high-vol regimes.
Top-3 sector ETFs by 6-month relative momentum. Rebalance EOD month-end. Pure positional.
Weekly Nifty short-iron-condor with delta & VIX gating. Premium decay + risk-defined.
Every QuantInd strategy passes through the same four-stage funnel before it's published. We deploy our own capital on every system before we ship it to subscribers.
We start with a market behaviour we've observed — gap-fade, opening-range break, sector lead-lag — and write it down as a falsifiable rule.
10 years of NSE 1-min data. In-sample tuned, out-of-sample tested. Slippage and brokerage modelled.
Code ships as Pine Script and Streak-ready blueprint. You paste it into your account. We never touch your money.
Equity curves updated every Sunday. Underperforming systems get killed. Subscribers get the post-mortem.
The QuantInd journal — weekly long-form research on Indian markets. Data-first, ego-free, and free for everyone.
A decade of 1-min data tells one story very clearly: if you trade the first 15 minutes well, the rest of the day is mostly noise. We backtest seven opening-range strategies and one of them is embarrassingly profitable.
Read the note →Expiry-day mean reversion on BankNifty: real edge, or curve-fit?
Read →Most retail Pine scripts use ADX wrong. Here's the correct calibration for NSE.
Read →Pay monthly. Cancel any month. Quarterly and annual save more — but we'd rather you re-up because the systems work, not because you're locked in.
The newsletter, the research, and one beginner strategy.
For the active retail trader. All four live strategies.
Strategies + 1:1 deployment help + custom requests.
I started trading the Indian markets the same way most people do — on tips, on hope, and on the assumption that someone in a Telegram group knew something I didn't.
After enough losses, I did what an engineer should have done from day one: write down the rule, backtest it, and let the data argue back.
QuantInd is what I wish had existed when I started — real backtests, real code, on real Indian markets, at a price a retail trader can actually afford.
Strategy updates, equity curves, market notes — delivered before Monday's open. Free forever. Unsubscribe in one click.