Design, backtest, and deploy systematic strategies on NSE, BSE, and MCX — from Python notebooks to your own broker account. If you trade by thesis but not by code, a small community of engineers builds your strategy with you.
Bring any strategy. We run it.
Mean reversion, trend, breakout, statistical arbitrage — whatever your edge is, the engine takes it from there. Market data, candle scheduling, broker execution, risk gates: all coordinated. You bring the idea.
Built for systematic execution.
Multi-timeframe engine
Strategy declarations span 1m to 1D in a single run. Indicators, candles, signals — all interval-aware.
Paper and live
Run every strategy on paper or live from the same engine. Test ideas against live market data without capital at risk, then promote to live execution with one toggle — same risk checks, same fills, same surface.
Real-time risk
Per-position SL, daily loss caps, exposure limits, kill switch. Enforced before every order leaves the engine.
Snapshot-aware backtests
F&O premium reconstructed from intraday option-chain snapshots, with Kite historical fallback for thin tenors.
You don't have to write the code.
Black Meridian is operated alongside a small, invite-only community of quants and engineers. If you have an idea but not the stack to express it, the community will translate it into a strategy, backtest it with you, and deploy it on paper or live in your account.
You stay the operator. You own the capital, the decisions, and the kill switch. The community helps you build — not run — what you trade.
- 01Bring an idea. A rule, a thesis, a notebook, a chart annotation.
- 02Translate & backtest. A community engineer encodes it. You review every signal.
- 03Paper, then live. Run it against live markets. Promote when you're convinced.
From declaration to deployment.
A strategy is a Python class with declared intervals, indicators, and an entry/exit contract. The engine handles candles, scheduling, broker IO, and risk. You write the idea.
Declare
Required intervals, indicators, entry/exit logic — all in Python. The engine reads the declaration and provisions data streams accordingly.
Backtest
Run against historical OHLCV and snapshot-reconstructed F&O premiums. Inspect every signal, every fill, every drawdown in the timeline.
Deploy
Promote to paper or live with one toggle. WebSocket-driven, sub-second tick processing, identical risk surface on both paths.
Risk is not a feature. It is the substrate.
Every signal passes through a deterministic risk engine before reaching the broker. Position sizing, daily loss limits, exposure caps, time-in-trade limits, and circuit breakers are evaluated in microseconds. The kill switch arms in one click and halts every active strategy across every account.
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