Institutional-Grade Algorithmic Trading Signals, Now Available for Independent Traders

Why We Built This

Most retail trading tools fall into one of two traps: they're either too simple to generate real edge, or so complex that only institutional teams can operate them. We wanted something in the middle — a signal engine with institutional-grade regime detection and risk management, packaged so an independent trader can subscribe and have signals auto-execute at their broker in under 10 minutes.

After 18 months of development and 90+ days of paper trading, QuantaEdge is live with 34 strategies across options, futures, and equities.

What Makes It Different

Three things set QuantaEdge apart from typical signal services:

• Regime detection gates every signal — we classify the market as trending up, trending down, high-VIX catalyst, or choppy, and only fire strategies that fit the current environment.
• GEX (gamma exposure) is baked into the pipeline — we monitor dealer gamma positioning across SPX, SPY, and QQQ to confirm structural support for each trade.
• Auto-execution via TradersPost — signals route directly to your brokerage via webhook. You never need to manually place a trade.

The Strategy Stack

QuantaEdge launches with strategies across three asset classes:

• Options (21 strategies): Iron condors across SPX/QQQ/IWM, credit spreads, cash-secured puts, covered calls, 0DTE SPX, and AI discretionary options scanners.
• Futures (9 strategies): NQ momentum, ICT MNQ intraday, ES mean reversion, MES scalping, and VWAP reversion across micro and full-size contracts.
• Equities (6 strategies): Momentum long, mean reversion, sector rotation ETFs, dividend capture, and crypto momentum on BTC/ETH.

Every strategy has a defined risk gate policy (1–5 scale), position sizing via half-Kelly with regime multipliers, and a minimum 60-day paper trading requirement before going live.

The Paper Trading Track Record

All strategies shown on the Performance page are paper trading results. Real capital is not at risk. We made this choice deliberately: every strategy must accumulate 60+ days of real-time paper trading with a win rate ≥ 55%, profit factor ≥ 1.3, and Sharpe ≥ 0.5 before graduating to live execution. No shortcuts, no backtested curves passed off as live.

The track record reset date is June 1, 2026. All performance data shown reflects signals generated from that date forward under real market conditions.

What's Coming Next

The launch is the beginning. On the roadmap: the first strategy graduating to live execution, IV Compass (real-time IV rank vs risk reversal scatter), Options Flow dashboard, and expanded AI discretionary scanners covering small caps, unusual flow, and earnings plays.

Founding member slots are limited at $49/month before the first price increase.