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NordVarg

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  • Python
  • Rust
  • OCaml
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  • React

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Quantitative Finance

Build high-performance trading systems and sophisticated financial models. We specialize in algorithmic trading, risk analytics, and quantitative research platforms.

Performance-Critical Systems

In quantitative finance, microseconds matter. We build ultra-low-latency trading systems, robust risk management platforms, and data-intensive analytics applications that handle billions of calculations in real-time.

Our expertise spans the full spectrum: from high-frequency trading engines to portfolio optimization, market microstructure analysis to derivative pricing models. We understand both the mathematics and the engineering required to bring quantitative strategies to production.

Low-Latency Architecture

Sub-millisecond execution using C++, Rust, and OCaml. Zero-copy data structures, lock-free algorithms, and careful memory management ensure predictable performance.

Proven in Production

Our systems process billions of dollars in trades daily. We've built platforms handling 100K+ orders/second with 99.999% uptime in production environments.

Specialized Services

Comprehensive quantitative finance solutions from strategy research to production deployment

Algorithmic Trading Systems
High-performance execution engines for systematic trading strategies.
  • Order management systems (OMS)
  • Smart order routing
  • Market making algorithms
  • Statistical arbitrage engines
  • FIX protocol integration
  • Exchange connectivity
Risk Management
Real-time risk analytics and portfolio monitoring systems.
  • VaR & CVaR calculation
  • Stress testing frameworks
  • Credit risk analytics
  • Market risk monitoring
  • P&L attribution
  • Regulatory reporting (Basel, FRTB)
Backtesting Frameworks
Robust simulation environments for strategy development and validation.
  • Event-driven backtesting
  • Transaction cost modeling
  • Slippage simulation
  • Walk-forward analysis
  • Monte Carlo simulation
  • Performance analytics
Market Data Processing
High-throughput data pipelines for real-time and historical market data.
  • Tick data normalization
  • Order book reconstruction
  • Time-series databases
  • Real-time aggregation
  • Data quality monitoring
  • Low-latency messaging
Portfolio Optimization
Sophisticated optimization engines for portfolio construction and rebalancing.
  • Mean-variance optimization
  • Black-Litterman models
  • Risk parity strategies
  • Multi-objective optimization
  • Constraints & limits
  • Transaction cost minimization
Derivative Pricing
Fast, accurate pricing engines for complex financial instruments.
  • Options pricing (Black-Scholes, binomial)
  • Monte Carlo simulation
  • Finite difference methods
  • Greeks calculation
  • Exotic derivatives
  • Calibration & model validation

Technology Stack

Performance-Critical Languages

C++Ultra-low latency

Trading engines, market data processing, order management. Modern C++20 with zero-cost abstractions.

RustMemory safety + speed

Safe concurrency for data pipelines, risk calculations, and backend services without garbage collection overhead.

OCamlCorrectness first

Financial models, pricing engines, risk systems. Strong type system prevents entire classes of bugs.

Research & Analytics

PythonRapid prototyping

NumPy, Pandas, SciPy for research. Backtesting with Zipline/Backtrader. ML with scikit-learn/PyTorch.

Key Libraries

NumPyPandasQuantLibSciPyPyTorchPolars
Data & Messaging

Time-Series Databases

TimescaleDB, ClickHouse, QuestDB for tick data and analytics

Low-Latency Messaging

ZeroMQ, Aeron, shared memory IPC for microsecond latency

Stream Processing

Apache Kafka, Apache Flink for real-time data pipelines

Infrastructure

Network Optimization

Kernel bypass (DPDK), RDMA, hardware timestamping

Hardware Acceleration

FPGA for order processing, GPU for Monte Carlo simulations

Monitoring

Prometheus, Grafana, custom profiling tools

Performance Benchmarks

<1ms
Latency
Median order execution
100K+
Throughput
Orders per second
99.999%
Uptime
Five nines reliability
500K
Data Rate
Messages per second

Related Case Studies

High-Frequency Trading Platform
Sub-millisecond latency trading system processing 300K orders/sec
Read Case Study
Risk Management System
Real-time risk analytics processing 1M+ trades daily
Read Case Study
Crypto Exchange
Matching engine handling $2B daily volume with 100K orders/sec
Read Case Study

Build Your Trading System

Let's discuss your quantitative finance needs and design a solution that delivers performance and reliability.

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