Dashboard & Workspace
Your trading command center. Fully customizable, multi-monitor layouts with instantaneous state synchronization and zero-latency widget updating.
Build tailored workstation layouts with resizable, fluid widget containers.
Instantly reorder charts, option chains, and telemetry feeds across panels.
Save and switch between dedicated desk configurations for multi-screen setups.
Persistent workspace state synchronized seamlessly across browser sessions.
High-contrast, glare-reduced interface engineered for prolonged market sessions.
Press / or Ctrl+K anywhere to execute instant queries, jump to stocks, and trigger actions.
Widgets automatically adjust depth and resolution based on available screen space.
Track underlying spot prices, open interest balance, and net delta in unified strips.
Unified inbox for critical threshold breaches, unusual flow alerts, and model updates.
Continuous state persistence ensures zero layout loss during browser refresh.
Delta-only data synchronization maintains sub-millisecond updates on any connection.
Select between optimized dark obsidian and high-contrast editorial light themes.
Market Overview
Live index monitoring, breadth analysis, sector rotation, and session statistics at a glance across benchmark indices.
Continuous tick-by-tick monitoring of benchmark indices with zero stream lag.
High-frequency calculation of intraday highs, lows, VWAP, and standard deviation bands.
Real-time ratio of advancing vs. declining stocks across the broader market spectrum.
Live relative strength tracking across Banking, IT, Auto, Energy, and Pharma sectors.
Track aggregate exchange volume surges against 20-day baseline averages.
Intraday range expansion metrics, opening range breakouts, and VWAP deviation bands.
Algorithmic synthesis of current index trend, institutional bias, and key levels.
Overlay today's price trajectory against historical days with matching volatility profiles.
Discover opening imbalances, indicative prices, and institutional pre-market positioning.
Options Analytics Suite
Comprehensive option chain analytics: Greeks, IV surfaces, vol-desk skew & term structure, scenario P&L, dealer positioning, and flow intelligence computed continuously across all active strikes.
Full-chain bid/ask depth, open interest distribution, and streaming Greek parameters.
Isolate intraday call/put accumulation to detect fresh writing versus long build-up with BuildupRadar.
Live volume and OI PCR with 5-day rolling baseline comparisons to identify extreme sentiment.
Dynamic calculation of the strike price where option writers experience minimum payout.
25-Delta skew tracking and SVI-calibrated volatility smile across all expirations.
Institutional volatility curve tracking, calendar skew analysis, and multi-strike shock payoff simulations.
Strike-by-strike time-decay and volume accumulation visualization across the active trading session.
Real-time Black-Scholes calculation of Delta, Gamma, Theta, Vega with dual sensitivity curves and net dealer exposure table.
Strike-by-strike dealer gamma inventory standardized to ₹ Cr to pinpoint exact market stabilizer zones.
Exact price inflection where market maker hedging shifts from mean-reverting to trend-accelerating.
Pinpoint dominant open interest barriers that act as structural magnets or resistance.
Instant detection of aggressive block sweeps, split orders, and volume spikes above OI.
Dealer Hedging Flow Intelligence
Reconstruct dealer inventories, model dynamic hedge flows, and detect gamma convexity regimes in real time.
Algorithmic classification of trade counterparties to determine market maker net inventory.
Predict the exact underlying volume market makers must buy or sell per 1% spot move.
Simulate dealer hedging acceleration curves across various index price shock scenarios.
Quantify hedging friction and inventory imbalance risk across major index option chains.
Determine whether market makers are suppressing volatility or accelerating market moves.
Evaluate structural strength of strike walls based on dealer decay and rebalancing history.
Assess spot-volatility correlation (Vanna) and delta decay over time (Charm) on dealer flows.
Compare required dealer hedging volume against prevailing top-of-book market depth.
Flow Pressure Analytics
Detect large order flow buying/selling pressure, liquidity flows, and positioning acceleration signals across the tape.
Identify intermarket order sweeps executing across multiple price levels simultaneously.
Track sudden additions or cancellations in market depth to spot institutional intent.
Measure asymmetry between call and put gamma concentration across near-the-money strikes.
Empirical measurement of price impact per unit of executed order volume.
Continuous calculation of price response to traded volume to quantify underlying liquidity.
Real-time velocity of open interest migrating between call writers and put writers.
Immediate audio and visual alerts when implied volatility spikes counter-trend.
Multi-parameter score quantifying institutional order flow strength and persistence.
Kalman Filter Engine
Adaptive statistical models: regime detection, dynamic basis spread, and predictive bands with confidence scoring.
Filter out high-frequency market noise to reveal the underlying structural price equilibrium.
Measure the fair-value equilibrium between cash spot and index futures contracts.
Real-time dynamic volatility bands that adapt instantly to changing market volatility.
Identify statistical overextension from equilibrium to find high-probability reversal zones.
Continuously recalibrated beta for pair trading and cross-asset hedge sizing.
Compute expected timeframe for spread deviations to return to statistical equilibrium.
Classify current session state into Trending, Rangebound, Mean-Reverting, or Volatile.
Monitor cross-asset relationships between NIFTY, BANKNIFTY, and key sector heavyweights.
Trade Decision Engine
Quantitative trade recommendations with conviction scores, entry/exit zones, and multi-engine confirmation.
Unified quantitative verdict combining price action, order flow, GEX, and volatility.
0 to 100 confidence score based on alignment across all independent analytical engines.
Model-derived support and resistance levels calibrated to dealer hedging boundaries.
Stop loss placement adapted to prevailing market regime and intraday volatility range.
Real-time evaluation of asymmetric risk-reward opportunities before entering trades.
Identifies choppy, directionless market environments to avoid overtrading.
Kelly Criterion and volatility-adjusted position sizing guidance for capital preservation.
Market Conviction Engine
Multi-factor confirmation of market direction with bullish, bearish, and neutral confidence scoring.
Quantifies the mathematical balance between buyer and seller aggression.
Evaluates whether current price moves have institutional momentum or are fading.
Requires confirmation from at least 3 independent models before signaling high conviction.
Notifies traders when the underlying market regime begins transitioning from quiet to volatile.
Market Intelligence
Automated market summaries, session analysis, intraday commentary, and global influence reports.
AI-free, rule-based algorithmic summaries of key session developments and institutional positioning.
Real-time contextual updates highlighting unusual market events as they occur.
Tracks divergence between leaders and laggards to anticipate broad index turns.
Monitor FII and DII participation trends in cash, index futures, and index options.
News Intelligence
Live financial news with algorithmic categorization, sentiment analysis, and market impact scoring.
Direct streaming financial news curated specifically for Indian and global market participants.
Algorithmic sentiment scoring to distinguish market-moving headlines from noise.
Track upcoming earnings releases, dividend dates, and macroeconomic data releases.
Live updates on RBI policy decisions, US Fed meetings, inflation data, and GDP prints.
Cross-Asset Macro & Sovereign Debt
10-year continuous series, 24-month audit logs, tri-state validation gates, RBI MPC schedule, sovereign yield curves, and global cross-market telemetry.
Continuous 10-year time-series data with 24-month point-in-time audit logs across Indian and global macro metrics.
Strict classification into Verified Government Release, Provisional Corridor, and Rejected observations.
Track monetary policy consensus corridors, policy rate trajectory, and historical surprise spreads.
Deep-dive analysis of India 10-Year and US 10-Year benchmark yields, yield spreads, and liquidity absorption.
Live streaming for USD/INR, US Dollar Index (DXY), EUR/USD, Brent Crude, Gold, and Silver.
Real-time tracking of S&P 500, Nasdaq 100, Dow Jones, FTSE, DAX, Nikkei 225, and Hang Seng.
Opportunity Screener
Scan for intraday, swing, and positional setups with custom multi-factor screening rules across 220+ NSE equities.
Scan 220+ NSE equities for high-velocity breakouts, volume expansions, and VWAP crossovers.
Find stocks with extreme call or put concentration ready for gamma squeeze moves.
Identify stocks outperforming or underperforming benchmark indices in real time.
Combine technical, options, and volatility criteria to create personalized scanner alerts.
Institutional Security Monitor
Full-spectrum security monitor with 220+ NSE catalog search, interactive category pills, customizable columns, and zero-drop telemetry.
Multi-tier fuzzy matching supporting symbol tickers, corporate names, and promoter aliases (e.g. Mukesh Ambani → RELIANCE).
One-click filtering across All, Benchmark Indices, Large Caps, Mid Caps, F&O Universe, and High Beta.
Freely toggle and reorder data columns: Last Price, Change %, Volume, Net GEX, DEX, PCR, and Moving Averages.
State-synchronized WebSocket feed delivering instant, flicker-free price and options updates.
Instant row shortcuts to open the Security Focus Panel, launch Option Chain, or arm custom Strategy Alerts.
Advanced Alert & Surveillance Radar
Surveillance Radar HUD, dynamic strike wall crossings, user-written AQR script triggers, and multi-channel instant notifications.
Dedicated institutional radar tracking armed vs triggered alerts, trigger frequencies, and category distribution.
High-contrast status ribbon showing active surveillance triggers, gateway latency, and delivery health.
Automated triggers fired when underlying spot price reaches Call Walls, Put Walls, or key dealer gamma barriers.
Instant notifications the moment price crosses into positive or negative market maker gamma regimes.
Trigger alerts programmatically based on user-written quantitative scripts and mathematical models.
Deliver critical alerts via high-contrast audio chimes, desktop browser push, and external webhooks.
Institutional Financial Charting Engine v2
Advanced charting workstation featuring 13 precision drawing tools, 5 dedicated view engines, multi-asset compare, dual market clocks, and institutional-grade snapshot export.
Trendlines, Pitchforks, Fibonacci Retracements, Regression Channels, Rectangles, Shapes, and Text Callouts.
Point dragging, selection handles, custom color swatches, opacity controls, clone/delete, and object tree inspector.
Tailored mathematical rendering engines for Candlesticks, Heikin-Ashi, Line, Area, and OHLC Bar charts.
Overlay secondary benchmarks and constituents on a normalized percentage scale (e.g., NIFTY vs BANKNIFTY).
Live countdown timer resolving time remaining until current bar close across 1m, 5m, 15m, and 1h frames.
Live IST (Mumbai) and UTC/EST dual clocks integrated directly into the chart stats strip with session status resolution.
Export high-resolution PNG snapshots with symbol header, exchange metadata, and proprietary Arkenwell branding footer.
Visualize Call Walls, Put Walls, and Gamma Flip lines directly on live price charts with reactive persistence.
Statistical Analytics
Z-scores, probability models, rolling statistics, mean-reversion detection, and volatility modeling.
Measure standard deviations from fair value to identify extreme mispricings.
Evaluate where current realized and implied volatility sits relative to historical baselines.
Quantify statistical correlation between benchmark indices, sectors, and global assets.
Platform Intelligence
Unified analytics engine with multi-model decision frameworks and explainable signal generation.
All 5 core engines communicate over shared memory for zero-latency synthesis.
Every signal provides transparent mathematical reasoning: no black-box predictions.
All analytics grounded strictly in empirical exchange data and verified quantitative models.
Platform Features
High-performance architecture with real-time streaming, modular engines, and keyboard-first navigation.
WebSocket architecture delivering sub-millisecond price and analytics updates.
Navigate workspaces, search contracts, and execute commands entirely without a mouse.
Runs smoothly on Chrome, Edge, Safari, and Firefox with zero local software installation.
Ultra-Low Latency Pipeline v2.0
High-performance market data pipeline: Binary Stream Ingestion, Structure of Arrays (SoA) shared memory, zero-allocation hot path, and vectorized Numba SIMD Black-Scholes Greeks engine.
Live binary feed streaming market tick data in under 100 microseconds.
Contiguous memory layout maximizing CPU cache hits and eliminating garbage collection pauses.
Computes Black-Scholes sensitivities across 300+ strikes in just 0.021 ms per tick.
Empirically measured internal processing latency maintaining P99 < 2.5ms under full market load.
Arkenwell Quant Studio & AQR Engine
Browser-native quantitative execution environment powered by the sandboxed Arkenwell Quant Runtime (AQR) worker, embedded Monaco code editor, and the @arkenwell/quant TypeScript SDK.
Full syntax highlighting, auto-completion, and darkroom obsidian UI for writing quantitative indicators and strategies.
Isolated client-side execution thread preventing script computation from degrading real-time UI rendering.
Direct programmatic access to live candle bars, time-series arrays, and real-time tick feeds via standard interfaces.
User-configurable numerical steppers, booleans, and dropdown options with instant reactive recalculation.
Plot user-written quantitative lines, oscillator panels, and histogram series directly over live price charts.
Save, duplicate, and manage custom proprietary scripts locally or synchronized to your account.
Streamlined editor controls with direct fullscreen toggle, parameter dropdowns, and Monaco formatting.
Ready to deploy the complete 200+ capability matrix?
Explore live options positioning, dealer flow reconstruction, and statistical arbitrage tools.