Leading institutional hedge fund delivering consistent alpha through ultra-low latency high-frequency trading and market-neutral strategies. Join elite investors and top-tier talent in the future of quantitative finance.
Institutional-grade quantitative strategies designed for consistent alpha generation with minimal market exposure and superior risk-adjusted returns
High-frequency mean reversion strategies exploiting short-term price dislocations across correlated assets.
Providing liquidity while capturing bid-ask spreads with ultra-low latency execution.
Capturing short-term price momentum with sophisticated signal processing and risk controls.
Built on Rust for maximum performance, reliability, and safety
Sub-microsecond execution with custom kernel bypass networking for critical trading paths.
Real-time position monitoring, circuit breakers, and automated risk controls with millisecond response times.
Direct market access to 15+ exchanges with co-location and custom protocol implementations.
Consistent alpha generation with institutional-grade risk management
Whether you're an institutional investor seeking alpha or a talented professional looking to make an impact, we'd love to hear from you.
Elite team of quantitative researchers, systems engineers, and former prop traders from top-tier institutions driving innovation in algorithmic trading
PhD-level researchers with deep expertise in statistical arbitrage, machine learning, and market microstructure.
Experienced engineers specializing in low-latency systems, network optimization, and hardware acceleration.
Former prop traders and risk managers with decades of experience in high-frequency trading environments.
We're always looking for exceptional talent. If you're passionate about quantitative finance and cutting-edge technology, we'd love to hear from you.