DESIGN AND IMPLEMENTATION OF A SCALABLE FINANCIAL MARKET DATA PROCESSING AND ANALYTICS SYSTEM

ARUNACHALAM, M and Jeyashree, R (2026) DESIGN AND IMPLEMENTATION OF A SCALABLE FINANCIAL MARKET DATA PROCESSING AND ANALYTICS SYSTEM. INTERNATIONAL JOURNAL OF NOVEL RESEARCH AND DEVELOPMENT (IJNRD), 11 (5). pp. 180-185. ISSN 2456-4184

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Abstract

Algorithmic trading platforms either take trades automatically or require expensive subscriptions. There is a gap for a system which does the data analysis and risk calculation but still leaves the final trade decision to the human trader. This paper presents QuantFusion, a data-driven trading analytics system built for the Indian equity derivatives market. The system pulls live market snapshots from NSE through Upstox and Angel One free data APIs, fetches the options chain, filters contracts based on current expiry and LTP conditions, identifies strike prices, loads historical and streaming data, and runs technical analysis to generate directional signals. The dashboard shows the trader the risk involved and the expected return but does not place any trade automatically. Final execution is always done by the human. Testing was done on historical NIFTY50 data because if a strategy does not survive on past data it will not work on live data either.

Item Type: Article
Subjects: Computer Applications > Artificial Intelligence
Domains: Computer Applications
Depositing User: Mr IR Admin
Date Deposited: 16 May 2026 11:11
Last Modified: 16 May 2026 11:11
URI: https://ir.vistas.ac.in/id/eprint/19868

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