Motilal Oswal sub-broker

Disciplined, systematic alpha for India's public markets.

A live manual trading track record, today. A systematic algo platform, launching soon.

1,023
research data points analysed
3%
max daily risk exposure, firm-wide
30%+
Annual return
508
strategies systematically tested
Who We Are

A 3-year track record, now going systematic

Before Talos was a platform, it was a disciplined manual trading practice. Here's the foundation we're building on.

3 yrs

Sub-broker partner

Operating as a sub-broker partner of Motilal Oswal for three years.

1,023

Research analysed

Data points researched and analysed to build the decision engine.

~25%

Avg. annual return

The live manual trading track record Talos is built to systematize.

Next

LFT, then HFT

The same edge, scaled systematically — launching in 2 months.

Fund Structure

Built as a Category III AIF

Talos is structuring as a Category III Alternative Investment Fund — a regulated wrapper for multi-strategy, systematic trading in Indian markets, open to eligible investors.

Category III AIF

Structured under SEBI's AIF Category III framework for multi-strategy, algorithmic trading funds.

In formation

Pursuing SEBI registration as we transition from sub-broker desk to a structured fund.

₹1 crore+

The minimum investor commitment SEBI prescribes for Category III AIFs, once registered.

Equities + derivatives

Listed equity and derivatives trading on the NSE and BSE, with leverage used within SEBI-prescribed limits.

The Opportunity

Why systematic. Why now.

We didn't start with a model — we started with a working manual trading edge. Talos exists to scale that edge without scaling its risk.

01

An edge that already works

Our manual, discretionary trading has averaged ~25% annually. That track record is the starting point for Talos, not a hypothesis — the goal is to encode and scale it, not replace it.

02

Discretion doesn't scale

A manual desk concentrates capacity and risk in one person's judgment, in real time, under pressure. Systematizing the process removes that ceiling without removing the edge.

03

Compounding depends on capital preservation

The most common reason compounding breaks isn't a bad trade — it's an uncontrolled drawdown. Talos is engineered to protect capital first, and generate alpha second.

Our Approach · Algo Platform Launching Soon

One disciplined process, applied consistently

Every position will pass through the same four-stage process — no exceptions made in the moment. This is the systematic platform we're bringing to market, built on top of our live trading edge.

01

Multi-Signal Alpha Generation

Sentiment, technical momentum, institutional flow, and relationship-graph signals are combined into a single composite score for every stock — no individual signal is ever trusted alone.

02

Systematic Strategy Validation

Hundreds of independently tested strategies — from momentum and mean-reversion to volatility breakout and flow-based models — are ranked on risk-adjusted return and validated out-of-sample before any one is trusted with capital.

03

Adaptive Regime Detection

A continuously retrained model classifies market regime stock by stock, so positioning adapts to changing conditions rather than holding a fixed market view.

04

Auditable Decision-Making

Every decision is logged with the exact signals and reasoning behind it — built to withstand the scrutiny of portfolio managers, auditors, and investors alike.

350ms
LFT execution speed
30%+
Annual return

This is a probable return based on backtesting, not a guarantee — it carries risk of loss, including loss of principal.

Coming next — the big upgrade

From LFT to HFT: a colocated leap forward

Once LFT is live, the next upgrade for every Talos investor is high-frequency trading — execution moved onto infrastructure colocated directly at the NSE and BSE, roughly a year after LFT launch.

800–1,000ns
execution speed, down from 350ms on LFT
40%+
target annual return, up from 30%+ on LFT
Tick-level
trade trigger, vs daily/30-min on LFT
NSE + BSE
direct exchange colocation

NSE/BSE colocation and the HFT architecture are not yet built. This is our target roadmap, not a guarantee — timelines depend on exchange colocation approval and infrastructure build-out, and higher targeted returns carry higher risk of loss, including loss of principal.

What Feeds The Engine

Independent data streams, scored every day

No single source drives a decision. Every stock is scored across multiple, independently refreshed data streams before a signal is generated.

01

Market Data

Live ticks, OHLCV, and quotes across the NSE and BSE universe, refreshed throughout the trading session.

02

News & Sentiment

Hourly news ingestion, scored for market impact and bullish/bearish sentiment as it breaks.

03

Fundamentals & Filings

Quarterly revenue, balance sheet, cash flow, and shareholding data tracked stock by stock.

04

Institutional Flow

FII/DII activity and promoter holding shifts, watched for early signs of conviction.

05

Macro & Volatility

Index-level volatility and broad market regime signals that gate position sizing.

06

Alternative Data — coming soon

Web traffic, hiring activity, and social sentiment, layered in as the algo platform matures.

Risk Discipline

Capital protection is not optional

  • 01
    Capital preservation comes firstA firm-wide daily loss limit halts all new trading the moment it's breached — no exceptions, no manual overrides.
  • 02
    Sizing scales with risk, not convictionPosition size is set by recent market volatility, not by how confident a model is — calmer markets and volatile ones are never sized the same way.
  • 03
    Concentration is capped by designSector and single-position limits are enforced systematically, not left to discretion in the moment.
  • 04
    Every decision is reviewablePortfolio managers and investors can trace any position back to the exact signals and rationale that produced it.

Governance & reporting

  • Daily portfolio reporting to PMs and investors
  • Independent audit trail behind every decision
  • Pre-trade and post-trade risk checks
  • Data freshness monitored across every input source
Daily
reporting cadence
100%
of decisions logged with rationale
Why Talos

Trading alone vs. investing with Talos

If you're already trading on your own, here's what changes when you invest alongside us as an early investor.

Trading on your own

  • Returns capped by your own hours and attention on the screen
  • Diversification limited to what one person can track
  • Risk decisions made in the moment, under pressure
  • Results vary with form, emotion, and bandwidth
  • No path to scale beyond personal capacity

Investing with Talos

Early investor terms
  • Exposure to a ~25% average annual live trading track record
  • A firm-wide daily drawdown limit protecting capital, no exceptions
  • Sizing and concentration capped systematically, not in the moment
  • Daily reporting and a full rationale behind every decision
  • Priority access to our LFT algo platform launching in 2 months (30%+ target), then HFT with exchange colocation about a year out (40%+ target)

We're launching with low-frequency trading (LFT) first, targeting 30%+ in year one. High-frequency trading (HFT) with NSE/BSE colocation follows roughly a year later, targeting 40%+. Early investors get priority access at each stage.

Become an early investor

We're welcoming a small number of early investors to come in alongside our live trading track record — ahead of our systematic algo platform launching. Reach out for the full investor deck and a walkthrough of our process and risk framework.

Become an early investor — moz@talosalgo.com