FundTech Algo was born from my curiosity and conviction that markets can be understood through logic and patterns — with precision, not just luck.
For decades, the most sophisticated trading tools have been locked behind the doors of hedge funds and proprietary trading firms. FundTech Algo is changing that.
We believe every serious trader deserves access to the same rule-based, data-driven infrastructure that institutional players use — without the gatekeeping, without the noise.
My mission is simple: to share and build algorithmic systems that are logical, disciplined, and transparent, helping others navigate the markets with science instead of gut instinct.
"I don't believe in chasing markets. I believe in managing logic, probability, and learning — systematically."
Every strategy is designed with drawdown limits as the primary constraint. Growth is secondary to protecting what you have.
No overrides. No gut calls. The algorithm makes every decision based on pre-defined, backtested rules without exception.
Reliable, repeatable, process-driven outcomes across all market regimes matter more than occasional spectacular trades.
Every client has access to full trade logs, performance metrics, and strategy documentation. No black boxes.
Every decision backed by statistical evidence from deep historical datasets — never by opinion or emotion.
Fear, greed, and overconfidence are eliminated by design. Rules govern every trade — entry, sizing, and exit.
Infrastructure that grows with capital — from individual accounts to institutional-scale fund management.
Our models dynamically identify 4 distinct regimes (Low-Vol Trending, High-Vol Trending, Mean-Reverting, and Range-Bound) to select the optimal strategy.
Position sizing is adjusted based on volatility-skew surface data, ensuring we take larger positions when risk-of-ruin is statistically minimized.
Trailing stops are calculated using ATR (Average True Range) multipliers that tighten during momentum exhaustion signatures.
Hyderabad, Telangana
As a Class 12 student, Koushik built FundTech Algo to explore the world of quantitative research and market patterns. He’s on a journey to create trading systems that are logical, safe, and effective.
His frameworks draw on probabilistic models, volatility theory, and options microstructure to identify persistent edges across multiple market regimes.
Beyond strategy design, Koushik personally oversees all risk protocols, ensuring every system prioritizes capital preservation above all else.
A future where every serious trader can compete with institutional firms by using the same infrastructure — eliminating human error and unlocking systematic performance.
Leveraging financial engineering and quantitative logic to deliver consistent, optimized trading outcomes — across all market conditions and capital sizes.