Proprietary trading · est. 2026
Systematic strategies, built by engineers and researchers.
A proprietary trading firm building systematic strategies across global liquid markets. Our work sits at the intersection of machine learning, market microstructure, and low-latency systems engineering.
Research
We treat trading as an empirical science. Hypotheses are formulated explicitly, evaluated on the strictest available data, and revisited as evidence accumulates.
Engineering
Our infrastructure is built and owned in-house. Determinism, observability, and honest performance accounting come before any claim of speed.
Discipline
Risk is a first-class engineering concern. We size positions against realised tails, not modelled means, and we keep the firm's horizon long.
From the research desk
All notes →-
Pricing event contracts
A binary contract looks like the simplest instrument in finance. That apparent simplicity is what breaks tooling built for continuous assets.
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Why we stay small
The industry equates seriousness with size. We took the opposite bet, and this is the case for it.
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Why we build in-house
Most of our trading stack is software we wrote ourselves - and why Python and Rust sit on opposite sides of a deliberately narrow line.