Systematic strategies,
measured in milliseconds.
Co-located infrastructure, server-side risk controls, and real-time reporting — for arbitrage and algorithmic strategies that have to be right the first time.
Edges that exist because someone is slower.
Cross-venue spread
Market neutralCaptures transient price dislocations for the same instrument quoted on two venues.
Calendar basis
Relative valueTrades the spread between spot and the front futures contract as carry re-prices.
Triangular FX
Market neutralExploits inconsistencies across three currency legs before the loop closes.
Statistical pairs
Mean reversionRanks correlated names and fades divergence within a defined risk envelope.
Signal to fill in 1.8 milliseconds.
Every stage is measured and published. When an edge lives in the fourth decimal, the plumbing is the strategy.
Market data normalised in-memory, no vendor round trip.
Strategy logic evaluated against live risk limits.
Smart order router selects venue on price and fill probability.
Order acknowledged at the matching engine and booked.
Automation you can switch off in one click.
Systematic trading fails at the governance layer, not the signal. Our risk controls run server-side, so a bad deploy can never outrun its limits.
- Deploy, pause, or retire any strategy from a single dashboard
- Hard pre-trade risk limits enforced server-side, not in your code
- Per-strategy capital allocation with isolated drawdown caps
- Full audit trail — every order, amend, and cancel timestamped
The specification sheet.
An edge that arrives late is not an edge.
Answered before you ask.
Connectivity, capacity, or risk architecture — our systematic desk replies in minutes.
Talk to the deskCan I run my own code, or only your strategies?
Both. Connect over FIX or our API to run your own models, or allocate to curated strategies from the library — the same risk framework applies to each.
What latency should I actually expect?
Median order round trip is 1.8 ms from a co-located session, and roughly 24 ms from a well-peered cloud region. We publish monthly percentile statistics.
How is arbitrage capacity handled?
Each strategy has a published capacity limit. When it fills, allocations queue rather than degrading fills for existing participants.
What happens if a strategy breaches its risk limit?
It is flattened and suspended automatically, you are notified immediately, and the remaining strategies continue to run unaffected.
Put your models on faster rails.
Request API access and deploy arbitrage or algorithmic strategies on co-located infrastructure.