Early access · macOS (Apple Silicon) · Intel Mac & Windows soon
Scalp Indian markets
at the speed of thought.
A professional-grade terminal on top of your own broker account — Zerodha and Dhan today, more coming. It doesn't replace your broker; it replaces the six tabs around your broker: order-flow detection, one-keystroke risk-sized orders, ratcheting broker-side stops, an honest backtester, and the market intel pros keep on a second screen.
No new demat. No funds with us. Your broker executes everything.
Latency lives at your broker.
Everything else is on us.
You can't control exchange latency — so QuantumCat attacks the slower half: the seconds you spend clicking through order windows. A Rust core, a warm broker connection, and a ticket you never have to click.
One-keystroke orders
B/S to flip side, 1–5 for your five saved lot sizes, ⏎ to fire. Your favourite quantity is pre-loaded before you even think about it.
Auto-iceberg
Size past the exchange freeze limit and QuantumCat slices it automatically — native iceberg on brokers that support it, fill-by-fill drip on the rest. You just type the quantity you actually want.
Kill switch
⌘⎋ cancels every open order. Hold ⇧ and it squares off every position too. Optional daily max-loss and order-count circuit breakers keep bad days small.
1-second candles
TradingView Advanced Charts down to 1-second bars built live from the tick stream — most broker charts stop at one minute. A scalper's exits live inside that minute.
See your fill before you take it
Depth ladders everywhere show five rows of quantity. QuantumCat walks the book for your exact size and shows the average price and slippage you'd actually eat — before you press buy. Priceless on illiquid strikes.
Size by risk, not by guess
Type the ₹ you're willing to lose and the stop distance — the ticket computes the lots. Margin (SPAN + exposure) updates live as you change it, red before the broker would reject you.
Your P&L, on the chart
A live position line rides the chart itself — average price and running ₹ P&L where your eyes already are, not in a tab below.
Drag your stop on the chart
Grab the stop or target line and drag it. Release, and the working broker order is modified to the new price — charting and order management become one surface.
Trade from the ladder
Click a bid or ask row in the depth ladder and the ticket is pre-filled at that price. The distance between seeing the level and sitting on it: one click.
Set your stop. Shut the laptop.
It's still there.
A normal stop-loss is a day order — the exchange erases it at market close, protected or not. And most terminals' "trailing stops" are app-side: close the app, the trail is gone. QuantumCat plants standing stops on your broker's servers — good for up to a year on stocks, the life of the contract on F&O — and labels every feature honestly: broker-side, or needs the terminal running.
Protection armed at entry broker-side
Your broker has GTT — three screens away from the trade. Here the stop-loss and target sit on the ticket: arm the OCO in the same breath as the entry, exit legs priced through the trigger so they fill across gaps instead of resting there.
Trailing stops that ratchet hybrid
A real stop sits at the broker; while the app runs it ratchets behind price — never backwards. If your machine dies, the last planted stop is still live. That's the honest version of trailing, and we say so in the UI.
Break-even in one tap broker-side
Past your entry? One button moves the stop to your average price at the broker. Scale out with ½-position closes, flatten only winners or only losers, or kill everything with ⌘⎋.
Alerts where your eyes are
Set an alert from the ticket at the price under your cursor — no separate alerts page, no re-typing the strike. They persist on disk, re-arm on relaunch, and fire as macOS notifications while you're in another app.
Circuit breakers
Daily max-loss and max-order limits that block new entries — but never your exits. The kill switch is exempt from every gate, by design.
Every order, one book
Standing triggers, trails, alerts, open orders and positions in one Book view — with status, arm-then-confirm on anything destructive, and inline modify on working orders.
QuantumPulse
Big money leaves footprints.
Now you can see them.
When institutions work large positions, the tape, the order book, the option chain and the futures basis all bend in small, measurable ways. QuantumPulse runs eight live detectors over your own broker feed and fuses them into one honest score — with the full breakdown of why, every second.
- Delta divergenceoptions repricing slower than the index move implies — absorption
- Effort vs resultheavy volume that can't move price, and CVD divergence
- OI pulsewho is writing puts into a fall — per-strike, per-second
- IV skew tiltfear being sold while price drops
- Tape anomalyP99 prints and iceberg refill signatures at one level
- Depth persistencebid walls that survive being approached
- Basis richnessfutures premium expanding against the fall
- VWAP anchorsweep-and-reclaim, the institutional re-entry
Decision support, not advice. QuantumCat never tells you to buy or sell — it shows you what the tape is doing and lets you decide.
The context pros keep
on a second screen.
FII/DII flows, the F&O ban list, results dates, OI positioning — traders check them every day across five tabs and a paid options tool. QuantumCat puts them beside the ticket, computed from your own feed and NSE's own publications. No second subscription, no tab-switching mid-trade.
Simulated preview — in the terminal these cards run live off your own broker feed.
FII / DII flows, daily
The single most-watched sentiment number in India — institutional buy/sell/net in ₹ crore, pulled into your terminal each evening when NSE publishes it.
Announcements & results
Corporate filings for the symbol you're trading — the actual price-movers — plus the results calendar, so you never carry short gamma into earnings by accident.
F&O ban list & holidays
Securities in the ban period flagged before you build a position you can't add to. Exchange holidays so your Friday NRML plan isn't a Monday surprise.
OI walls & max pain
The strikes writers are defending — max put OI below, max call OI above — plus max pain per expiry, live in the chain header. Support and resistance, from positioning instead of hindsight.
Skew & PCR two ways
Put-call ratio by open interest and by volume — positioning versus today's conviction — plus IV skew (are puts being bid?), recomputed from your own chain feed while you're in the trade.
Decision support, not signals
Intel never places or blocks an order. It's the context layer: what the big money did today, what the writers are defending, what's on the calendar. You decide.
Expected move, live
The ATM straddle prices the day: ± points and % the market implies, recomputed live per expiry. Sell premium outside it, buy inside it — either way, know the number.
Index breadth & movers
Advances vs declines across the NIFTY 50 with the top gainers and losers — computed off your own feed in real time, so you see rotation while it happens, not at 6pm.
Sector heatmap
Every NSE index — Bank, IT, Auto, Pharma, Metal and the rest — sorted by today's move. Which pocket of the market is working, one glance.
Participant-wise OI
Client vs DII vs FII vs Pro — who is long index futures, who is writing the puts, straight from NSE's nightly derivatives report. The positioning tell behind every "FIIs sold today" headline.
Delivery % & big prints
How much of today's volume actually went home, plus the day's bulk and block deals with counterparty names — conviction versus churn, on one card.
Bloomberg-style functions
⌘K takes commands, not just symbols: RELIANCE OI jumps to its chain, NIFTY PCR to positioning, TCS NEWS to its filings. The terminal keeps up with your hands.
Greeks on every strike
Delta, gamma, per-day theta and vega across the whole chain — Black-76 off live IVs, one toggle away. Know what you're actually short before the gamma knows you.
Payoff builder
Click strikes into a strategy: live P&L curve at expiry and T+0, breakevens, max profit/loss, margin — then place every leg in one confirmed action, buys first for the margin benefit.
Portfolio greeks & IV rank
Net delta/gamma/theta/vega across your whole F&O book, live over your positions. And from install day, the terminal records ATM IV daily — IV rank that becomes yours, not rented.
Bots and screeners.
No code. No limits.
Most "no-code" builders stop at an EMA crossover. QuantumCat's builder is a real expression tree — nest conditions as deep as your idea goes, trade multi-leg option structures, and gate everything behind risk blocks. Every bot runs on your machine, paper-first, against your broker.
Option structures built-in
Straddles, strangles, iron condors, spreads — legs picked by ATM offset, delta target, or premium. One block, whole structure.
Risk is a first-class block
Stop-loss, targets, trailing (points / % / ATR), re-entry caps, time exits, daily max-loss. The bot stops itself before you have to.
Screeners are separate
Same expression power pointed at the whole market — stream matches live, click one to load it into the ticket.
Backtests that refuse to lie
Replay a bot over up to 1,500 candles of real history: signals on the close, fills on the next bar's open — look-ahead is structurally impossible. Stops get first priority inside every bar, the conservative way.
Charges included, always
Every simulated trade pays estimated brokerage, STT and levies — because a strategy that only works before charges doesn't work. Win rate, profit factor, drawdown and the full trade list, net.
Your own tick archive
From day one, the terminal records every tick it streams to your disk — the kind of history retail traders effectively can't buy in India. It compounds daily, and it's already paying off below.
Tick-verified fills
When a backtest bar touched both your stop and your target, most testers guess. QuantumCat consults your recorded tape and lets the actual tick sequence decide — pessimism only where there's no evidence.
Market replay
Play any recorded session back at 1× to 300× — price path, session VWAP, scrub bar. Practice the open twenty times before you trade it once. Candle mode works for any instrument, day one.
No orders leave replay
Replay is a rehearsal room, structurally: it shares the terminal's data, never its order engine. Muscle memory without margin calls.
Paper first, by default
Every bot starts in paper mode — fills simulated locally against live prices. Going live is a deliberate flip, never the default. Real money deserves a rehearsal.
A journal that does the math
Today's fills paired into round-trips automatically: win rate, profit factor, per-symbol P&L — gross, estimated charges, and net, so you know what you actually made.
Honest by construction
If a bot reads live-only data the replay can't reproduce, the backtester refuses and tells you exactly why — no silently wrong results, ever.
Your keys. Your machine.
We don't even run servers.
QuantumCat is software you own, not a service that owns you. There is no QuantumCat cloud between you and your broker — orders go from your machine to the exchange member you already trust.
Add API keys once
Your broker's API key and secret, stored in your OS keychain — macOS Keychain, Windows Credential Manager — or an encrypted vault on servers. Never synced, never seen by us.
Sign in each morning
One click opens your broker's own login page in your browser — password and TOTP are typed there, never inside QuantumCat. The day's session is captured automatically and restored on relaunch.
Trade
Everything — ticks, orders, Pulse, bots — runs locally against your broker's official API. Close the app and nothing of yours is anywhere else.
One terminal. Every screen.
macOS
A native Rust app, not a wrapped website — the ticket, ladder and Pulse all update tick-by-tick without breaking a sweat.
available nowWeb · self-hosted
The same terminal in any browser, served by your own gateway — a Mac at home or a ₹400/mo VPS. One Docker command:
docker run -p 7420:7420 quantumcat
available now
Windows
Same codebase, same speed — native Mica glass, Ctrl-for-⌘ shortcuts, Credential Manager for your keys. In final testing with early users.
betaGet early access
Free while in beta — every feature, nothing gated. Tell us your platform and
we'll email your download the moment it's ready.
macOS runs on Apple Silicon (M1–M4) today. Intel Mac and
Windows builds are in progress — register and you'll be first to know.
Pricing
Early access
- Every feature — nothing gated
- Zerodha & Dhan connectors
- Broker-side brackets, trailing stops, alerts
- QuantumPulse, Intel, bots, backtesting
- macOS — Apple Silicon today, Intel & Windows on the way
Launch pricing
- Simple monthly plan, priced for retail
- Early-access users get founder pricing, forever
- Your broker account, your data — never the product
Questions, answered straight.
My broker's app is already good. What does this add?
Your broker's app is built for everyone — investors, first-timers, occasional traders. QuantumCat is built for the person who trades every day: order-flow detection (Pulse), fill preview for your exact size, protection armed in the same keystroke as the entry, trailing stops your broker doesn't offer, a backtester that charges you virtual brokerage, your own tick archive, and FII/DII + ban-list + results context beside the ticket. Same broker, same account, same safety — a sharper cockpit.
Is QuantumCat a broker?
No. QuantumCat is a terminal that connects to your existing broker account through that broker's official public API. Your money and securities stay with your broker; every order is executed by them under your credentials.
Do my keys or orders ever touch QuantumCat's servers?
No — there aren't any. API keys live in your OS keychain (or an encrypted vault file on your own server for the web app). Orders travel from your machine to your broker, full stop.
Which brokers work today?
Zerodha (full support including automated daily login and native iceberg) and Dhan. Angel One, Upstox and Fyers are next — the broker layer is one adapter file per broker, so the list grows fast.
What happens to my stop-loss if my laptop dies?
Nothing bad — that's the point. OCO brackets and break-even stops are standing triggers (GTT) on your broker's servers, not in the app: on stocks they stay live for up to a year, on F&O for the life of the contract. Two honest caveats your broker also states: a trigger fires once (if its order is rejected it isn't re-armed), and a triggered order isn't guaranteed a fill any more than any other order. The only piece that needs the app running is the trailing advance — if the app closes mid-trail, the last planted stop stops ratcheting but keeps protecting you at the broker. The UI labels every feature broker-side or app-side so you always know which guarantee you're holding.
Can I trust the backtester?
You can trust it not to flatter you. Signals evaluate on closed candles and fill at the next bar's open, stops take priority inside each bar, and every simulated trade pays estimated Indian charges. If a strategy depends on live-only data the replay can't reproduce, the backtester refuses to run it and says why. It's still a candle-level simulation — treat results as directional, and paper-trade before going live.
Is QuantumPulse investment advice?
No. Pulse measures what is happening in the market microstructure and shows you the evidence trail-by-trail. It never recommends a trade, and it can be wrong — markets don't owe anyone a pattern. You decide, you own the risk.
How does the web app work if there are no servers?
You run a small gateway program on a machine you control (your Mac, a home server, a cheap VPS). It serves the app to your browser and talks to your broker from there. Bind it to localhost or put it behind a VPN like Tailscale — the docs walk you through it.
What about exchange rules for automated orders?
Bots place orders through your broker's official API within the broker's rate limits, and paper mode is the default. Depending on your broker and strategy, exchange algo regulations may apply to you — read your broker's API terms, and when in doubt, ask them. QuantumCat gives you the tools; compliance with your broker's terms is yours.