Firm capital
You trade the desk's money on desk infrastructure. No deposits, no subscription, no capital at risk from your side.
Proprietary trading desk
Capital, infrastructure
and risk discipline
for serious traders.
AN Trading Solutions Pvt. Ltd. deploys firm capital across discretionary and systematic strategies. We back traders who respect drawdown limits and process over prediction.
- Founded
- 2023
- Instruments
- Index & equity derivatives
- Style
- Intraday · Positional
- Payout cycle
- Monthly
- Base
- New Delhi, India
01 — The desk
We run a small book with tight rules.
The desk exists for one reason: to compound firm capital without blowing it up. Every allocation is sized to a defined loss budget, monitored intraday, and reviewed on a fixed cadence.
We are strategy-agnostic. Momentum, mean reversion, volatility, spreads — if the edge is measurable and the risk is containable, it gets a seat. What we will not fund is undefined risk, martingale averaging, or a track record that cannot be reconstructed from statements.
Execution stack
Low-latency broker routing, API access, and execution tooling maintained by the desk so you are not debugging plumbing at the open.
Real risk oversight
Live exposure and drawdown monitoring with hard kill-switches. Limits are enforced by system, not by goodwill.
Aligned split
Performance-based payouts on a monthly cycle with a high-water mark. We earn when you earn, not before.
02 — Programs
Three tracks onto the book.
Allocations scale with demonstrated consistency. Every track runs the same risk framework — only size and mandate change.
Evaluation
Entry
A simulated book under live rules. You prove the process; we watch the drawdown curve, not the headline return.
- Simulated allocation on live data
- Daily and overall loss limits
- Minimum trading-day requirement
- No cost to the trader
Core track
Funded Trader
Live capital
A live allocation from firm capital with a defined loss budget and a monthly payout cycle against a high-water mark.
- Live firm capital allocation
- Performance split on net profits
- Scale-ups on consistency milestones
- Desk execution and data access
Systematic
Quant
For rule-based and automated strategies. Bring the research; we handle deployment, monitoring and capacity.
- Backtest and walk-forward review
- Paper-to-live deployment path
- Co-managed risk limits
- Capacity-aware sizing
Allocation sizes, splits and thresholds are set per trader at onboarding and confirmed in writing before any capital is deployed.
03 — Risk framework
Limits are the product.
Returns are an output. The input we control is risk, so that is what we engineer around. Breaches are handled mechanically — flatten, review, then decide.
ControlHow it works
Daily loss limitA hard intraday floor per trader. On breach, positions are flattened and access pauses until review.
Maximum drawdownA trailing peak-to-trough cap on the allocation. Governs whether the seat continues.
Position sizingPer-instrument exposure caps sized to the loss budget, not to conviction.
ConsistencyNo single day may dominate the P&L curve. Lumpy books are treated as unproven.
Prohibited conductNo undefined-risk overnight exposure without approval, no averaging into losers beyond plan, no news-event gambling.
Review cadenceWeekly metrics, monthly sit-down. Scale-ups and cut-offs both follow from the same numbers.
04 — Process
From application to allocation.
- 1
Apply
Send your background, strategy summary and any verifiable track record.
- 2
Screen
A short call on edge, risk handling and how you behave in a losing week.
- 3
Evaluate
A simulated book under live rules for an agreed period and minimum day count.
- 4
Allocate
Live capital with written limits, a payout schedule and a defined scale-up path.
05 — Contact
Think you belong on the book?
Tell us what you trade, how you size it, and what your worst month looked like. Short and specific beats polished.