Build high-performance trading systems and sophisticated financial models. We specialize in algorithmic trading, risk analytics, and quantitative research platforms.
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.
Sub-millisecond execution using C++, Rust, and OCaml. Zero-copy data structures, lock-free algorithms, and careful memory management ensure predictable performance.
Our systems process billions of dollars in trades daily. We've built platforms handling 100K+ orders/second with 99.999% uptime in production environments.
Comprehensive quantitative finance solutions from strategy research to production deployment
Trading engines, market data processing, order management. Modern C++20 with zero-cost abstractions.
Safe concurrency for data pipelines, risk calculations, and backend services without garbage collection overhead.
Financial models, pricing engines, risk systems. Strong type system prevents entire classes of bugs.
NumPy, Pandas, SciPy for research. Backtesting with Zipline/Backtrader. ML with scikit-learn/PyTorch.
TimescaleDB, ClickHouse, QuestDB for tick data and analytics
ZeroMQ, Aeron, shared memory IPC for microsecond latency
Apache Kafka, Apache Flink for real-time data pipelines
Kernel bypass (DPDK), RDMA, hardware timestamping
FPGA for order processing, GPU for Monte Carlo simulations
Prometheus, Grafana, custom profiling tools
Let's discuss your quantitative finance needs and design a solution that delivers performance and reliability.