Research
Deep scientific and computational research applied to global markets.
We treat market liquidity as a high-dimensional optimization problem. Rigorous mathematics meets high-performance engineering.
// Philosophy
Markets are inefficient until they meet better math. We apply elite computational fundamentals to identify systematic alpha.
Systematic alpha generation through statistical modeling, stochastic calculus, and quantitative analysis. If it can't be modeled, it's not for us.
High-performance systems in Rust and C++. Sub-microsecond latency. We believe the best research requires the best infrastructure.
Our mission is to make markets more robust. We provide liquidity and correct inefficiencies through superior research and execution.
// Blog
Technical deep-dives on market microstructure, low-latency systems, and quantitative engineering.
Coming Soon
Why we chose BTreeMap over HashMap, and how VecDeque enables O(1) FIFO matching at each price level.
Coming Soon
Profiling techniques, cache optimization, and the hidden costs of memory allocation in hot paths.
Coming Soon
How to persist order book state without sacrificing throughput. Event sourcing for trading systems.
// Open Source
We contribute high-performance trading infrastructure to the open-source community. Rigorous implementations, not toy examples.