EIGENTRAGE LLP

Quantitative Precision. Analytical Depth.

Systematic trading strategies and bespoke analytics for institutional decision-makers.

EIGENTRAGE LLP is a quantitative trading, analytics, and software engineering firm. We combine rigorous quantitative methodology with production-grade engineering to deliver solutions that meet institutional standards.

Operating across the United States and India, we build bespoke analytical infrastructure and systematic trading strategies for clients who demand mathematical precision in every decision. From raw data pipelines to real-time risk dashboards, our work spans the full quantitative stack.

2 Markets Served

Full Stack Quant

24/7 Infrastructure Uptime

Bespoke Dashboards

Custom-built analytical dashboards tailored to your specific data requirements and decision workflows.

Real-time data integration
Custom visualization frameworks
Role-based access control

Risk Analytics

Comprehensive risk measurement and monitoring frameworks built for institutional portfolio management.

Value-at-Risk modelling
Stress testing & scenario analysis
Real-time exposure monitoring

Quant Trading Facilitation

Systematic trading strategy development, backtesting, and execution infrastructure for quantitative portfolios.

Strategy research & backtesting
Execution algorithm design
Alpha signal generation

Infrastructure

Enterprise-grade computing infrastructure including virtual machines, databases, and hosted development environments.

Managed virtual machines
Database provisioning & management
Hosted development environments

Interactive Brokers Windows Desktop Android · iOS

Arbitrage Trading Engine

A desktop spread trading application for Interactive Brokers. Define a ladder of spread levels for any pair of securities, and it quotes both sides around the live market, hedges every fill and shows your exposure in real time.

Multi-level spread ladders — set per-level sizes and ratio spreads for every pair, and orders follow the live spread
Automatic hedging — Auto, Manual or Off per spread, with unhedged exposure and its age flagged the moment it appears
Arm-then-trade safety — nothing is sent until you arm the book; Cancel & Stop takes everything down in one click
Regular & overnight sessions — armed spreads start by themselves when the venue opens
Mobile companion — watch the book, edit levels, arm orders or hit the kill switch from your phone

Request a Demo Available by subscription licence

Research Platform GPU Backtesting OAS Analytics

Statistical Arbitrage Platform

The research and portfolio-construction engine behind our spread books. Every night it prices a universe of callable preferred securities, finds the relationships that mean-revert, sizes a book of spreads under risk limits and hands it to the Arbitrage Trading Engine for execution.

Option-adjusted spread analytics — every name is priced with a calibrated interest-rate model, so callable instruments are compared on credit, not on price
Pair selection — cointegration and mean-reversion tests, regime detection and eigenportfolio analysis across the whole universe
Grid sizing & risk limits — per-level entries and exits, net exposure caps and borrow costs built into the book
GPU walk-forward backtesting — tick-level replay on the same engine that runs live, with CPU/GPU parity checks on every change
Accounting & reconciliation — positions, fills and P&L reconciled against the broker in a dedicated dashboard

Talk to Us Pairs with the Arbitrage Trading Engine