Institutional Quantitative Development

Algorithmic Precision.
Engineered.

We engineer high-performance algorithmic trading systems and custom execution infrastructure. From statistical arbitrage to complex derivatives strategies, we build the technology that powers your edge.

Core Capabilities

Quantitative Engineering Services

We are not a signal provider. We are a dedicated technology partner for professional traders, family offices, and proprietary trading desks.

Custom Algo Development

Bespoke development of complex trading logic in Python, NinjaTrader (NT8), MQL4/5, Pine Script, and C#. We translate mathematical models into production-grade code for Equities, Futures, and Options.

Execution Infrastructure

Low-latency connectivity to broker APIs (Interactive Brokers, Dhan, Zerodha) with robust error handling, smart order routing, and websocket data ingestion.

Risk System Architecture

Real-time P&L monitoring, automated hedging, and position sizing algorithms (Kelly Criterion, Volatility Targeting) to enforce strict capital protection.

Strategy Research

Rigorous backtesting engines with walk-forward analysis, Monte Carlo simulations, and slippage modeling to validate alpha before capital deployment.

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Our Approach

Data-Driven Execution

Markets are noisy. Our systems extract signal from noise using statistical methods and machine learning.

Quantitative Methodology

We utilize mean reversion, trend following, and statistical arbitrage models rooted in empirical data, not discretion.

Infrastructure First

A strategy is only as good as its execution. We focus on minimizing latency and slippage through efficient code architecture.

Benchmark Performance Metrics

*Reference Strategy: Equity Mean Reversion v4 (Out-of-Sample: Jan 2024 - Dec 2025)

Metric Value
Annualized Return +24.5%
Sharpe Ratio 1.85
Max Drawdown -8.2%
Win Rate 58.4%
Sortino Ratio 2.40

Disclaimer: Hypothetical performance results have inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. Past performance is not indicative of future results.

Leadership

Engineering Expertise

Built by traders and engineers, for traders and engineers.

Founder & Lead Quant

10+ Years Experience

Specialized in Volatility Arbitrage and Market Making strategies. Expert in Python (Pandas/NumPy) and C++ for low-latency execution.

Senior Systems Architect

Distributed Systems Expert

Former HFT developer ensuring zero-downtime infrastructure. Expert in AWS/GCP cloud architecture and Docker/Kubernetes orchestration.

Transparency

Compliance & Governance

Nature of Services

Virexan Capital provides software development, technical consulting, and quantitative research services. We do not accept client funds, execute trades on behalf of clients, or provide personalized investment advice.

Regulatory Status

Active jurisdiction: India (West Bengal / Chandigarh). Strategies are developed for use on regulated exchanges (NSE/BSE) through registered brokers. All systems are compliant with broker API usage policies.

Monitoring

Live Logic Execution

Our systems provide full transparency into decision making. Every order, signal, and risk check is logged and auditable.

EXECUTION_KERNEL_V2

STATUS: ORDER_ROUTING_ACTIVE // LATENCY: 42ms

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