PalSuite Quant brings live data feeds, algorithmic execution, and portfolio risk profiling into a single terminal — so a strategy earns its place with a backtest, not a hunch.
Live market data and order book depth, built for fast decisions.
Run signals against historical data before risking real capital.
Portfolio volatility and exposure, visible at a glance.
Wire strategies into your own tools and infrastructure.
One terminal for data, execution, and risk — instead of a browser tab for each.
| # | Feature | What it does | Included |
|---|---|---|---|
| 001 | Live Data Feeds | Streaming quotes and order-book depth across your watchlist. | ✓ |
| 002 | Low-Latency Execution | Order routing built to keep pace with fast-moving markets. | ✓ |
| 003 | Algorithmic Signals | Define and run rule-based strategies against live data. | ✓ |
| 004 | Strategy Backtester | Replay a strategy against historical data before it trades live. | ✓ |
| 005 | Portfolio Risk Profiler | Volatility, exposure and drawdown, tracked across your whole book. | ✓ |
| 006 | Pattern Recognition | Surface recurring setups in price action worth a second look. | ✓ |
| 007 | REST & WebSocket APIs | Pull data or push orders from your own scripts and systems. | ✓ |
Describe a strategy once, then replay it against historical data to see how it would have performed — before a single order touches the live market.
Every strategy can be replayed against history before it ever sees live capital.
Volatility and exposure tracked across the whole portfolio, not just position by position.
REST and WebSocket APIs mean the terminal fits into a stack you already run, not the other way around.
Tell us a bit about your desk and we'll get you set up.