Statistical and Algorithmic Models.

Our core strategies are built on rigorous quantitative research and probabilistic modeling. We deploy systems that adapt to microstructure shifts, volatility regimes, and structural inefficiencies in real time. Our frameworks support:    

•    Market making and arbitrage logic    

•    Momentum and mean-reversion systems    

•    Bayesian signal weighting and multi-factor models    

•    Real-time machine learning inference (lightweight models only)

 

Streamlined, Transparent, Deterministic.

We ingest, normalize, and stream terabytes of tick-level market data across centralized and decentralized venues. 

Our backend is designed for deterministic behavior and includes:    

•    Unified execution layer with failover protection    

•    Real-time risk computation with deterministic clocks    

•    Distributed storage optimized for columnar read/write    

•    Historical simulation engine for T+0 replay and drift validation

 

Built by Quants, for Quants

Our internal research stack supports exploratory and production-level modeling using:    

•    Python and C++ dual-layer API    

•    Custom backtesting DSL    

•    Direct hooks into market data snapshots and incremental order book updates    

•    Experiment versioning with time-series artifact tracking

 

We offer expert consultation services to help clients identify their trading needs and develop tailored strategies for success in the financial markets.