Explore our cutting-edge quantitative research projects and high-frequency trading systems. From advanced backtesting engines to bare-metal trading kernels, we're building the future of algorithmic finance.
A RAGentic system built with Semantic Kernel's Architecture and C# that performs quantitative research and generates trading signals with advanced AI capabilities.
A unified securities fetching pipeline with a very fast backtesting engine for Arithmax strategies with slippage modeling and customized risk management through Lean CLI and QuantConnect.
A bare-metal, deterministic OS for high-frequency trading written in C++/ASM with nanosecond-level latency optimizations. Features custom scheduler, kernel bypass, and real-time memory management.
A promising exploration on receiving, analyzing and exploiting order book imperfections like imbalances and price mishaps using broker websockets and C++ for ultra-fast execution.
Our customized design for FPGA boards for high-frequency trading using Verilog and VHDL. Hardware-accelerated trading logic for ultra-low latency execution.
Our latest writeups on various strategies and market outlook from the financial markets. Comprehensive research documentation with mathematical rigor and statistical analysis.
Our proprietary repository where we research high-frequency trading and strategies with emphasis on mathematical and statistical rigor. Private repository with advanced trading algorithms.
Our live crypto/stock bots with automated circuit breakers using Rust for execution and Python for signal generation. Production-ready trading bots with risk management.