End-to-end alpha generation powered by classical infrastructure + quantum advantage — from raw market data ingestion to live order execution.
Three integrated layers — each precision-engineered, each quantum-enhanced where it matters most.
WebSocket & FIX protocol feeds delivering tick-by-tick normalization across equities, futures, options, crypto, and forex. Quantum-accelerated normalisation for ultra-low latency preprocessing.
Hybrid classical + quantum ML alpha models — gradient boosting, LSTMs, variational quantum circuits, and quantum kernel SVMs — computing 200+ real-time factors with walk-forward validation.
Sub-millisecond smart order routing via TWAP/VWAP, implementation shortfall optimisation, DMA to prime brokers, and quantum-annealed portfolio rebalancing at co-located infrastructure.
Animated data flow across the complete Hybrid Quantum-Quantitative Pipeline. Each layer is isolated, observable, and independently scalable.
Six precision-engineered modules forming a complete hybrid quantum-quantitative trading stack.
WebSocket & FIX protocol feeds with tick-by-tick normalisation and multi-venue aggregation. Supports equities, futures, options, crypto, and forex across 15+ asset classes.
Learn more →Momentum, mean-reversion, volatility surface, and 200+ technical indicators computed in real time. Quantum kernel methods for non-linear feature extraction beyond classical PCA.
Learn more →Gradient boosting, LSTM, transformer-based, and variational quantum circuit alpha models. Walk-forward validation, IC tracking, and signal decay analysis baked in.
Learn more →Real-time VaR, CVaR, and drawdown monitoring with position sizing via Kelly Criterion. Quantum Monte Carlo simulation for tail-risk estimation beyond classical methods.
Learn more →Event-driven backtesting with realistic slippage, commission, and market impact models. Regime-conditioned performance attribution and quantum-annealed walk-forward optimisation.
Learn more →TWAP/VWAP algorithms with implementation shortfall optimisation and co-location support. DMA and broker-neutral smart routing with sub-50μs latency benchmarking.
Learn more →Simulated performance across live deployments. Quantum-enhanced strategies show consistent edge over classical baselines.
Battle-tested classical infrastructure fused with quantum computing primitives — no compromises on either side.
Multi-venue WebSocket + FIX feeds → normalisation → Arctic/Parquet storage
200+ real-time factors via Python SDK + quantum kernel feature extraction
Classical LSTMs & transformers paired with variational quantum circuits
Real-time VaR/CVaR + quantum Monte Carlo tail risk simulation
D-Wave annealing + QUBO formulation for portfolio construction at scale
TWAP/VWAP/SOR with sub-50μs latency at co-located infrastructure
Grafana dashboards · factor decomposition · live PnL streaming
Full pipeline deployment in on-prem or hybrid cloud. Sub-millisecond latency with FIX integration to your prime broker. Quantum-annealed intraday portfolio rebalancing.
Multi-strategy alpha platform with portfolio-level risk aggregation. Factor exposure management, quantum Monte Carlo drawdown forecasting, and full PnL attribution.
Python-first SDK. Plug in your own models — our infrastructure handles data ingestion, quantum feature extraction, execution, and production monitoring.
Type any ticker. Get instant quantum-quantitative recommendations from the full AgilityServ pipeline.
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Whether you're launching your first systematic strategy or scaling a multi-portfolio platform — AgilityServ gives you the infrastructure to compete at institutional level.