The institutional-grade trading terminal, redefined with hardware-accelerated 3D charting and native Python execution.
Experience zero-latency technical drawings. Project multi-dimensional Fibonacci retracements, pitchforks, and harmonic patterns directly over institutional volume profiles.
Build custom indicators, quantitative filters, and statistical arbitrage algorithms in pure Python. Executed client-side in a dedicated WebWorker thread.
Tick-level market replay lets you simulate historical volatility, earnings releases, and sudden liquidity gaps before risking live capital.
Our paper trading environment mirrors live order books with realistic fill modeling, slippage simulation, and instant PnL attribution.
Engineered for the next generation of algorithmic and discretionary traders.
Generate, refine, and backtest Python indicators entirely through native AI prompts with deep market reasoning.
Filter tens of thousands of equities instantly with compound logical conditions, beta filters, and volatility triggers.
Zero-latency webhook, Discord, and Telegram alerts tied directly to multi-indicator strategy conditions.
Track Sharpe ratio, maximum drawdown, profit factor, and execution latency over time with comprehensive breakdowns.
Full institutional power. Zero paywalls during testing.
SlateTick Limited, 124 City Road, London, EC1V 2NX
Market data powered by Twelve Data Enterprise Feed.
Beta Disclosure
SlateTick is currently in Beta for research and educational purposes. No real monetary transactions or order executions are settled on live brokerages during the test phase.