We build where infrastructure meets intelligence.
The Research Platform: We maintain a massive, distributed data lake and feature store backed by a high-throughput backtesting and simulation engine. We provide an unrivaled level of computational resources, including over 1 exabyte of usable storage and 25,000 GPUs in our research cluster.
Trading Systems: Our proprietary infrastructure utilizes colocation, kernel-bypass networking, and FPGA / low-latency C++ components to achieve sub-microsecond order routing.
Engineering Edge: Built by coders, led by coders. We are technical to the core - our teams build low-latency networks, hack compilers, and design complex distributed systems from the ground up to solve incredibly difficult problems.
Data Platform & Normalization
Our proprietary data pipeline continuously ingests, cleans, cleanses, and synchronizes real-time and historical datasets from dozens of global exchanges and specialized alternative data vendors.
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Direct exchange tick feeds (L1/L2/L3 order book)
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High-capacity distributed time-series databases
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Automated anomaly detection & data cleansing
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Proprietary unstructured alternative data extraction
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Sub-microsecond normalization & distribution
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Deterministic point-in-time historical replays
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Multi-region cloud and co-located storage
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Automated corporate action & reference data alignment
Systematic Research Process
A disciplined, scientific methodology underpins every alpha signal from inception to production deployment.
01.
Hypothesis Generation
Formulate economically grounded theories and statistical patterns supported by rigorous mathematical reasoning.
02.
Feature Modeling
Clean, transform, and normalize high-dimensional datasets through distributed cluster pipelines and statistical tests.
03.
Simulation & Sizing
Stress-test candidate models under historical market regimes and optimize dynamic factor risk weights.
Portfolio Construction & Execution Architecture
Systematic risk models operate in tandem with real-time execution engines to manage gross exposures, transaction cost models, and strict counterparty limits across global liquidity venues.
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Real-Time Risk Monitoring & Exposure Management
Automated multi-factor risk decomposition runs continuously at sub-millisecond intervals. Positions are evaluated against liquidity boundaries, sector concentration constraints, and tail-risk volatility parameters.
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Hardware-Enforced Pre-Trade Safety Controls
Every outbound order passes through co-located FPGA risk gateways that enforce hard price collars, maximum order sizes, and velocity limits in hardware before reaching market venues.
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Deterministic Point-in-Time Simulation Integrity
Our backtesting engine guarantees zero lookahead and survivorship bias by enforcing immutable, historical point-in-time timestamps and point-in-time corporate action alignment across petabyte datasets.
