Proprietary Trading · Moscow
Quantitative Trading.
Systematic Strategies.
A private partnership applying rigorous mathematical research to global markets. We trade our own capital.
Our Approach Open RolesWe believe markets are imperfectly efficient.
Persistent, exploitable patterns emerge from the interplay of human behaviour, institutional mechanics, and information asymmetry. Finding them requires deep research, precise execution, and continuous iteration.
Research-First
Every strategy originates from a quantifiable hypothesis. We invest in research depth before capital deployment.
Speed as Infrastructure
Latency is not an optimisation — it is the product. Co-location and hardware acceleration are core, not optional.
Capital Discipline
We trade exclusively proprietary capital. This alignment removes the agency conflicts that constrain externally-managed funds.
Continuous Adaptation
Market regimes shift. Our systems detect structural change and rotate exposure accordingly.
Three core disciplines.
Statistical Arbitrage
Exploiting mean-reversion dynamics across correlated instrument pairs, with sizing governed by real-time covariance estimation.
Read more →Market Making
Providing continuous two-sided liquidity in equity and derivative markets, profiting from the spread under tight real-time risk controls.
Read more →Low-Latency Execution
Sub-microsecond order routing via kernel-bypass networking and FPGA acceleration, co-located at major exchange data centres.
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Built by exceptional people.
We maintain a lean team of specialists. If you have deep expertise in quantitative research, systems programming, or high-performance infrastructure, we want to hear from you.
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