Software Engineering and Machine Learning Specialists for Financial Markets

About Us

We are a team of trading algorithm developers with PhDs in applied mathematics, more than 19 years of software development/scientific computing experience and 12 years experience of developing and productizing both low-frequency and high-frequency automatic and semi-automatic trading algorithms. We have built and maintain systems for backtesting and market simulation infrastructures for stocks, derivatives, commodities, FX and volatility markets. We have 20 years of active derivatives trading, volatility arbitrage, dispersion trading and stat arb portfolios.

Our Services

You say we make it real.

Trading Strategies Design and Implementation

Implementing both rule-based and Machine Learning-based trading strategies in Rust, Java, Python, Julia or Matlab

Trading Strategies Backtesting and Stress Testing

Testing, backtesting and fine-tuning trading strategies using both historical and simulated data.

Realistic Market Simulations

Implementing realistic, closed-loop market/exchange simulation environments.

Backend Development for Financial Applications

Development of both monolithic and microservice-based distributed and fault-tolerant backends for financial applications.

Scientific and Technical Computing

General-purpose scientific and technical computing tasks.

DevOps Services and Consulting

Leveraging DevOps methodology and toolchains to streamline development and operations, implement more efficient workflows, and cut down on infrastructure costs.

Cloud Development Services

full-cycle custom cloud solutions, including cloud infrastructure setup, cloud application development services, cloud platforms, quality assurance, maintenance, and support.

Enterprise ML & AI Services

We help companies develop data science expertise and augment their internal team’s capabilities to build data-driven products.