Build the infrastructure
of algorithmic trading

We care deeply about correctness — whether that's a sub-millisecond order acknowledgement or a data pipeline that never drops a bar. We write code that runs in production, not demos.

Markets are the domain. We expect genuine curiosity about options pricing, execution quality, and why your backtest equity curve looks nothing like live results.

We apply machine learning where it creates measurable edge — signal extraction, market-regime detection, and LLM-powered agent automation. Not ML for its own sake.

The software that routes live orders has zero tolerance for silent failures. We instrument everything, write integration tests against real infrastructure, and alert on anomalies before users notice.