Institutional Execution Infrastructure

Better Fills.
Lower Slippage. Zero Compromise.

Because Every Basis Point Becomes Real Returns

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Why Institutional Desks Choose Nubra

  • Customisable In-House Algos Our in-house algorithms run on our low-latency stack and proprietary OMS/RMS, fully configurable to your execution style including VWAP, TWAP, Scaling, and Close.
  • Low Latency Infrastructure Exchange co-location at NSE and BSE enables direct market access with faster fills, lower slippage, and no middleware hops.
  • Smart Liquidity and Cost Efficiency Dynamic slicing, adaptive liquidity capture, and native smart order routing help minimise slippage, reduce signalling risk, and target better prices versus VWAP and arrival benchmarks.
  • Flexible Integration Options Integrate seamlessly using REST APIs, Python SDKs, or Bloomberg EMSX for direct terminal-based execution.
  • Transparency and Support Access real-time dashboards, post-trade analytics, and dedicated institutional support including an RM and an experienced dealing desk.

Our Core Promise

We deliver precision execution for institutional clients, enabling lower slippage, minimised impact, and consistent benchmark alignment through our execution algorithms.

Algo Suite

Best for NAV-based rebalances & close-price-driven trades

Close Algo

Aligns order fills with closing auction prices. Minimizes tracking error for portfolio rebalances.

Low tracking error NAV optimization Close price aligned
Best for liquid stocks with benchmark-matched fills

VWAP Algo

Matches volume-weighted average price throughout the trading session. Smart slicing and liquidity snipe built in.

Benchmark matching Smart slicing Liquidity snipe
Best for predictable, low-impact execution

TWAP Algo

Time-weighted fills for consistent market participation. Ideal for orders in less liquid scrips.

Predictable fills Low impact Consistent pace
Best for accumulation/exits without market impact

Scaling Algo

Scaling algo execution adapts to market flow. Blends orders into live volume without signaling.

Volume adaptive No signaling Market blend
Best for spreads, hedges, arbitrage strategies

Flexi Algo

Executes only when all legs fill at your basket limit price. All-or-none logic eliminates directional exposure risk.

Futures roll Zero exposure risk Complete basket execution

Institutional Execution Challenges We Solve

Purpose-built solutions for real institutional problems

01

Slippage

Solution

Smart slicing, liquidity discovery, microstructure awareness reduce execution slippage.

02

Market Impact in Large or Illiquid Scrips

Solution

Scaling Algo blends into market flow without signaling intent.

03

MOC Tracking Error

Solution

Close Algo aligns orders with close price.

04

Partial Fills in Multi-Leg Strategies

Solution

Flexi Algo ensures all-legs-or-none fills. Zero directional exposure risk.

05

Trade Cost Analysis

Solution

Full TCA dashboard shows every basis point of cost and slippage.

Analytics

Institutional-Grade Transparency

Real-Time Monitoring

Live order status, fill rates, and execution progress across all strategies.

Performance Metrics vs Benchmarks

Compare fills against VWAP, arrival price, close price, or custom benchmarks. Track slippage in basis points.

Ready to Build Your Edge?

Connect with our business development team to discuss how we can support your execution needs.

Himanshu Oza | Nitin Pagar | Hardik Gandhi
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