AlphaQuark is an India-native research-to-live backtesting platform for both equities and options. On the equity side you can backtest a strategy across an entire universe — the full NIFTY 50, 100 or 200 and midcaps — at once, with automated position sizing, weighting and scheduled rebalancing, on more than thirteen years of split- and bonus-adjusted NSE history with point-in-time fundamentals, so a screen only ever sees what was knowable on each date. On the options and F&O side you can backtest multi-leg structures — short and long straddles and strangles, iron condors, butterflies, vertical, ratio and calendar (multi-expiry) spreads — on both index and single-stock options. Positional options backtests use real end-of-day exchange settlement prices for the exact contract, with the correct historical lot size for each cycle, so the result reflects the price the market actually printed rather than a model. Intraday and expiry-day (0DTE) strategies are supported with time-based entry and hard square-off, strike selection by premium, distance from at-the-money or delta, per-leg stop-loss, target, trailing stop and stop-to-cost, re-entry, and an overall mark-to-market stop or target. Intraday option prices are currently model-derived — a Black-Scholes model driven by the live index and volatility with realistic intraday time-decay — and every intraday result is clearly labelled as model-priced; real minute-by-minute option prices are being recorded going forward and intraday backtests switch to them automatically as that history accumulates. Margin is scenario-scanned in the style of exchange SPAN plus exposure, so a defined-risk spread correctly requires a fraction of the margin of a naked short, and the platform reports return-on-margin and flags any run as undercapitalised if a position would need more margin than the stated capital. Strategies can be optimised with a parameter grid and stress-tested with Monte-Carlo resampling to separate a real edge from a lucky ordering, and a validated strategy can be deployed to a private live trading instance with its own static IP and your own broker.
Test a strategy across hundreds of NSE stocks at once — full NIFTY 50, 100 and 200 and midcaps — with automated position sizing, equal, rank or factor weighting, and scheduled rebalancing. You build a real portfolio result, not a single cherry-picked trade, on split- and bonus-adjusted prices with point-in-time fundamentals and no lookahead bias.
Backtest index and single-stock options: straddles, strangles, iron condors, butterflies, vertical, ratio and calendar (multi-expiry) spreads. Positional backtests use real exchange end-of-day settlement prices with the correct historical lot size each cycle. Intraday and 0DTE add time-based entry and square-off, premium and delta strike selection, and per-leg stop-loss, target, trailing and re-entry.
Positional options use real prices: every entry, daily mark and expiry settlement is the actual end-of-day price the exchange printed for that exact contract. Intraday is model-priced today (a Black-Scholes model from the live index and volatility, with real intraday time-decay so 0DTE theta behaves realistically) and is labelled as such on every result. Real minute data is accruing now and intraday backtests switch to it automatically — we label what is modelled rather than pass it off as a fill.
Margin is scenario-scanned like exchange SPAN plus exposure, so a defined-risk spread such as an iron condor costs far less than a naked short. The platform reports return-on-margin, not just return on paper capital, and flags a run as undercapitalised if a single position needs more margin than your stated capital — so the result reflects capital you could actually deploy.
Sweep strike offset, stop, target and days-to-expiry for the best Sharpe, then Monte-Carlo the trade sequence to test whether the edge is real or a lucky ordering. A validated strategy can be deployed to a private live trading instance with its own static IP and your own broker.