Powering Institutional Trading Since 2018

Institutional-Grade
Algorithmic Trading
for Indian Markets

From research to production deployment—build, test, and deploy quantitative trading strategies with enterprise-grade infrastructure. Specialized in NSE F&O markets.

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0+
Live Strategies
0.0%
System Uptime
0.0ms
Avg Latency
0+
Daily Trades

Why Contra Advisory

Built for Scale, Designed for Performance

Our multi-generational architecture powers institutional-grade trading with unmatched reliability, flexibility, and performance across Indian derivatives markets.

Strategy Development

Custom algorithmic strategies for Nifty, Bank Nifty, and Fin Nifty. From mean reversion to momentum, volatility arbitrage to options spreads—designed and optimized for NSE F&O markets.

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Backtesting Framework

Rigorous historical testing with tick-level data, transaction costs, slippage modeling, and realistic order fills. Validate strategies before risking capital.

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Execution Infrastructure

Low-latency order management with broker abstraction layer supporting Zerodha, IIFL, and more. Sub-100ms execution with Redis session management.

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Risk Management

Real-time position monitoring, automated stop-loss, take-profit, and drawdown controls. Multi-level risk checks protect capital at strategy, account, and portfolio levels.

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Data Infrastructure

Historical and real-time market data pipeline with MySQL storage, Redis caching, and WebSocket streams. Clean, normalized data ready for analysis.

Documentation →

Portfolio Analytics

Real-time P&L tracking, position dashboards, performance attribution, and comprehensive reporting. Monitor everything from individual trades to portfolio-wide exposure.

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Technology Stack

Multi-Generational Architecture

Three parallel stacks working in harmony—production strategies, modern OMS infrastructure, and quantitative research framework. Battle-tested in live markets since 2018.

algoversev2 - Production Engine

28+ live strategies with scheduler orchestration, multi-stage execution, and automated position management

algoversev3 - Modern OMS

Modular broker abstraction with FastAPI endpoints, Redis session management, and unified position tracking

quant_platform - Research Framework

Python backtesting with C++ low-latency engines, pluggable strategy interface, and comprehensive analytics

View Documentation
broker_abstraction.py 
# Unified broker interface
from algoversev3.brokers import broker_factory

# Support for multiple brokers
broker = broker_factory('zerodha', 'live_account')

# Place orders with consistent API
order = broker.place_order(
  symbol='NIFTY24DEC21000CE',
  quantity=50,
  order_type='LIMIT',
  price=245.50,
  product='NRML'
)

# Real-time position tracking
positions = broker.get_positions()
# Auto-synced to MySQL + Redis cache
strategy_base.py 
# Pluggable strategy architecture
from quant_trading.strategies import Strategy

class MeanReversionStrategy(Strategy):
    def generate_signals(self, ctx):
        # Strategy logic with full context
        if self.z_score(ctx) < -2:
            return Signal.BUY
        elif self.z_score(ctx) > 2:
            return Signal.SELL
        return Signal.HOLD

Success Stories

Proven Results in Live Markets

Real strategies, real performance. See how institutional traders leverage our infrastructure.

24x
Annual Returns

Options momentum strategy across Bank Nifty weeklies with dynamic position sizing

99.8%
Fill Rate

High-frequency execution with adaptive limit orders and intelligent retry logic

2.1
Sharpe Ratio

Risk-adjusted returns with systematic drawdown management and position limits

View All Case Studies

Client Testimonials

Trusted by Trading Professionals

★★★★★

"The execution infrastructure is rock solid. We've deployed 12 strategies with zero downtime. The broker abstraction layer makes it trivial to support multiple brokers."

Proprietary Trading Desk
Mumbai-based Fund
★★★★★

"Migrating from Excel to their Python framework was seamless. The backtesting engine caught issues we never noticed in spreadsheets. Game changer for our quant team."

Quantitative Research Team
Bangalore Hedge Fund
★★★★★

"Sub-100ms latency with full risk controls. The real-time monitoring dashboard gives us confidence to scale positions. Excellent support from the team."

Algorithmic Trading Desk
Delhi Financial Firm

Knowledge Hub

Learn Algorithmic Trading

In-depth guides, tutorials, and market insights for Indian derivatives markets.

Python Trading

Python for Trading in India: Complete 2025 Guide

Master Python for algorithmic trading with NSE-specific examples, broker integrations, and production deployment patterns.

Read Article →
Backtesting

Backtesting Done Right: Indian Markets Edition

Avoid common pitfalls in strategy backtesting. Learn proper data handling, transaction costs, and realistic assumptions.

Read Article →
SEBI Compliance

Understanding SEBI Rules for Algo Trading

Navigate regulatory requirements, approval processes, and compliance obligations for algorithmic trading in India.

Read Article →
Explore All Articles

Our Process

From Concept to Production

A systematic approach to developing and deploying algorithmic trading strategies.

1

Research & Design

Hypothesis development, data analysis, and strategy conceptualization with domain experts.

2

Backtesting & Validation

Rigorous historical testing with realistic constraints, transaction costs, and slippage modeling.

3

Paper Trading

Live market testing without capital at risk. Validate execution, timing, and operational workflow.

4

Live Deployment

Production launch with monitoring, risk controls, and ongoing optimization for maximum performance.

Solutions for Every Stage

Choose Your Path

Whether you're starting your quant journey or scaling enterprise operations, we have the right solution.

Strategy Consultation

For individual traders and small teams

Custom

Based on project scope

  • ✓ Strategy design & review
  • ✓ Backtesting framework setup
  • ✓ Python code optimization
  • ✓ Best practices guidance
Learn More
MOST POPULAR

Managed Infrastructure

End-to-end trading infrastructure

Custom

Based on trading volume

  • ✓ Full strategy development
  • ✓ Production deployment
  • ✓ Broker integration & OMS
  • ✓ 24/7 monitoring & support
  • ✓ Real-time dashboards
Get Started

Enterprise Solutions

For institutions and large desks

Custom

Tailored to your needs

  • ✓ Multi-strategy portfolios
  • ✓ Custom platform development
  • ✓ Team training & workshops
  • ✓ Dedicated infrastructure
  • ✓ SLA guarantees
Contact Sales

FAQ

Common Questions

What markets do you support? ▼

We specialize in NSE F&O markets—Nifty, Bank Nifty, and Fin Nifty options and futures. Our infrastructure is optimized for Indian market microstructure, trading hours, and regulatory requirements.

Do you provide ready-made strategies? ▼

We develop custom strategies tailored to your risk profile, capital, and objectives. Each strategy is backtested, validated, and optimized for your specific requirements. We don't sell off-the-shelf strategies.

What's the minimum capital requirement? ▼

It varies by strategy type. Simple option strategies can start from ₹5-10 lakhs, while more sophisticated multi-leg strategies may require ₹25 lakhs or more. We'll recommend appropriate capital based on your strategy.

Which brokers do you integrate with? ▼

Our broker abstraction layer currently supports Zerodha, IIFL (Tiqs), and several other major brokers. We can add support for your preferred broker if needed.

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Ready to Build Your
Algo Trading Infrastructure?

Schedule a free consultation to discuss your quantitative trading goals. Let's build something exceptional together.

Schedule Consultation View Our Work
2018
Founded
28+
Live Strategies
99.9%
Uptime
₹100Cr+
Capital Deployed