We build high-performance trading systems and analytics platforms for quantitative firms, harnessing advanced mathematical models to unlock alpha in today's complex markets.
For institutional clients and qualified investors only.
Advanced diffusion process for options pricing
Our platform implements sophisticated stochastic volatility models for derivatives pricing and risk management.
Our platform provides the computational power and analytical depth required for the most sophisticated trading strategies.
Identify hidden market periodicities and arbitrage opportunities using advanced Fourier transforms and wavelet analysis on high-frequency data streams.
Implement dynamic risk management with stochastic volatility models, high-dimensional covariance estimation, and real-time Value at Risk simulations.
Achieve sub-microsecond signal processing and order execution through our co-located infrastructure, optimized for algorithmic and HFT strategies.
Whether you're running statistical arbitrage, market making, or machine learning strategies, our infrastructure scales to meet your most demanding requirements.
Comprehensive historical data and simulation environment for strategy validation.
Live monitoring and analytics dashboards for portfolio and risk management.
Dedicated hardware in major financial centers for optimal performance.
Mathematical foundation for derivatives pricing
Our platforms implement sophisticated pricing models for derivatives and exotic instruments.