AlgoVik was founded by a team of quantitative researchers and institutional traders who spent over a decade building systems for some of India's largest funds. We grew tired of watching retail HNIs access inferior products while institutions operated with an unfair structural advantage.
We exist to close that gap.
Our systems are built with the same rigor, infrastructure, and discipline as institutional desk operations — but structured for the discerning individual investor who demands both performance and transparency.
We are selective by design. AlgoVik serves a limited number of clients, ensuring every portfolio receives dedicated attention and that our strategies are never diluted by overcrowding.
Data scientist with 14 years building systematic strategies across equities and derivatives. Architect of AlgoVik's core alpha engine.
Former MNC tech lead. Designed and maintains AlgoVik's low-latency execution layer and real-time risk monitoring systems.
CFA charterholder with a decade in institutional risk management. Oversees portfolio construction, drawdown controls, and client performance reporting.