Product Solutions
Integrated technology suites designed to solve specific capital market challenges.
Ultra-Fast Trading
For market makers and high-frequency funds, every microsecond matters. Our solution combines FPGA hardware, kernel-bypass networking, and colocation to deliver deterministic sub-microsecond execution.
- FPGA market data & order entry
- In-memory matching engine
- Co-location at major exchanges
For
Quant Research & Execution
An all-in-one cloud workspace for quantitative teams: backtesting, simulation, live trading, and multi-asset connectivity. From idea to production in minutes.
- Browser-based IDE with Python/R
- One-click from backtest to live
- 20+ broker/exchange APIs integrated
For
Alternative Data & Smart Research
Turn unstructured data (satellite, sentiment, web traffic) into investable signals. Our industrialized pipeline cleans, normalizes, and validates data to generate unique alpha factors.
- 100+ alternative datasets
- Automated factor discovery & decay analysis
- NLP for earnings calls & central bank texts
For
Real-Time Risk Management
Streaming analytics platform that continuously calculates VaR, Greeks, and stress tests. AI-driven early warnings for tail-risk events and liquidity squeezes.
- Millisecond-level risk updates
- Scenario analysis & reverse stress tests
- Automated limit breach alerts
For
Quant Fund Incubation
A technology partnership for emerging quant teams. We provide full stack — trading systems, algorithms, risk, and back-office — in exchange for equity or fee share. Launch with institutional grade from day one.
- Turnkey infrastructure
- Compliance & regulatory support
- Co-investment opportunities
For
Block Trading & Shareholder Reduction
Algorithms designed for large-block executions: TWAP, VWAP, iceberg, and liquidity-seeking logic. Minimize footprint while achieving best execution for major shareholders.
- Dark pool & midpoint matching
- Real-time implementation shortfall
- SEC/SFC compliance reporting