[OUR EDGE]
We operate at the intersection of data science, quantitative research, and high-performance computing, developing HFT strategies. Founded in 2018, we run these strategies on our own in-house trading infrastructure. What makes us unique:
- 100,000+ TRADES EXECUTED DAILY ACROSS GLOBAL MARKETS WITH ULTRA-LOW LATENCY/01/
- MULTI-LAYER HFT ARCHITECTURE OPTIMIZED FOR NANOSECOND-LEVEL RESPONSE TIMES/02/
- PROPRIETARY MACHINE LEARNING INFRASTRUCTURE POWERING ADAPTIVE TRADING MODELS/03/
- CROSS-MARKET STRATEGIES COVERING THOUSANDS OF INSTRUMENTS/04/
- REAL-TIME DISTRIBUTED RISK MANAGEMENT SYSTEM/05/
[COLLABORATE]
WE BELIEVE THAT THE FUTURE OF TRADING IS INTERDISCIPLINARY, COLLABORATIVE, AND GLOBAL. IN ADDITION TO OUR WORK WITH QUALIFIED INVESTORS, WE WELCOME PARTNERSHIPS WITH INNOVATORS, EXCHANGES, ACADEMICS, AND INFRASTRUCTURE PROVIDERS WHO SHARE OUR VALUES OF SPEED, TRANSPARENCY, AND SCIENTIFIC THINKING.
- WE ACTIVELY COLLABORATE WITH:
TIME-SERIES & DATA ENGINES:KDB+/Q, CLICKHOUSE, POSTGRESQL
HARDWARE ACCELERATION & SILICON:NVIDIA, INTEL, AMD EPYC, ARISTA/CISCO, FPGA
DISTRIBUTED SYSTEMS & QUANT ML:PYTORCH, TENSORFLOW, APACHE KAFKA, APACHE FLINK
LOW-LATENCY ENGINEERING:C++, RUST, KERNEL BYPASS (OPENONLOAD), PYTHON
ORCHESTRATION & TELEMETRY:DOCKER, KUBERNETES, PROMETHEUS/GRAFANA, TERRAFORM
MARKET CONNECTIVITY & PROTOCOLS:FIX Protocol, ITCH/OUCH, Hardware timestamping (PTP/TSN)