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Our Story

Built on Discipline,
Driven by Data

FundTech Algo was born from my curiosity and conviction that markets can be understood through logic and patterns — with precision, not just luck.

The Mission

To make institutional-grade trading accessible

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."

— Koushik Polisetty, Class 12 Student & Founder

Capital Preservation First

Every strategy is designed with drawdown limits as the primary constraint. Growth is secondary to protecting what you have.

Emotion-Free Execution

No overrides. No gut calls. The algorithm makes every decision based on pre-defined, backtested rules without exception.

Consistency Over Brilliance

Reliable, repeatable, process-driven outcomes across all market regimes matter more than occasional spectacular trades.

Transparency by Default

Every client has access to full trade logs, performance metrics, and strategy documentation. No black boxes.

The Architecture

Modern Trading Must Be

Data
Driven

Every decision backed by statistical evidence from deep historical datasets — never by opinion or emotion.

Emotion
Free

Fear, greed, and overconfidence are eliminated by design. Rules govern every trade — entry, sizing, and exit.

Scalable
Systems

Infrastructure that grows with capital — from individual accounts to institutional-scale fund management.

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Market Regime Classifier

Our models dynamically identify 4 distinct regimes (Low-Vol Trending, High-Vol Trending, Mean-Reverting, and Range-Bound) to select the optimal strategy.

Data Refresh: Every 1.5s
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Skew-Aware Sizing

Position sizing is adjusted based on volatility-skew surface data, ensuring we take larger positions when risk-of-ruin is statistically minimized.

Max Exposure: 1.5x Margin
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Dynamic Stop Optimization

Trailing stops are calculated using ATR (Average True Range) multipliers that tighten during momentum exhaustion signatures.

ATR Window: 14 Candles
Leadership

The Mind Behind FundTech Algo

Koushik Polisetty
Class 12 Student | Founder & Lead Quant

Koushik Polisetty

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.

2019
The Curiosity Begins
Started exploring math and market patterns while in school.
2021
First Steps in Trading
Launched my first automated logic while learning about derivatives.
2023
Building the Foundation
Launched this platform to share my journey and systems with fellow traders.
2026
Expanding the Horizon
Continuing to learn and grow, now managing three distinct algo strategies.
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Our Vision

Redefine trading through automation, precision, and accessibility

A future where every serious trader can compete with institutional firms by using the same infrastructure — eliminating human error and unlocking systematic performance.

Our Mission

Empower traders with cutting-edge algorithms that optimize returns

Leveraging financial engineering and quantitative logic to deliver consistent, optimized trading outcomes — across all market conditions and capital sizes.