We believe that alpha derives from complexity; a minimal level of it must be reached in every aspect of the trading business, starting from business structure and down to the hardware one uses. When a team archives this result, it can ultimately handle any market condition.
We conduct our own research on market microstructure, dynamics of liquidity flows in fragmented markets, and specifics of exchanges of interest. All research is production-oriented, and its results quickly find their way to production through trading logic improvements.
Our industry-standard backtesting infrastructure is a must for any algorithmic trading company. Its purpose is to test our hypotheses against the actual market data; however, our main strength arises from our custom trading algorithmic strategies customary for pure-HFT companies.
Our trading platform is a custom-tailored solution where flexibility, speed, and performance all come together in sync to yield the best results.
HFT-class trading platform with < 10 μs end-to-end latency.
Market making and latency arbitrage trading algorithms can handle thousands of instruments on dozens of markets simultaneously.
High precision backtesting and simulation infrastructure.
Ultra-low latency networking around the world and hardware solutions; optimal for the execution of algorithmic trading.
We conduct our own research on market microstructure, dynamics of liquidity flows in fragmented markets, and specifics of exchanges of our interest. All the research is production-oriented, and its results quickly find their way to production in the form of some trading logic improvement.