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Capital-markets engineering
Low-latency trading infrastructure, time-series and tick-data platforms, and real-time trading risk built to a broker's exact operating model — not bent to fit a third-party product.
Specialist engineering for capital markets
Low-latency trading systems and time-series analytics, built by people who have run them.
A boutique engineering firm built on a small number of deeply experienced specialists in trading systems and market data — delivered at a velocity that used to require a far larger team.
Who we are
Domain depth first. AI is the accelerant, not the headline.
We build the low-latency trading, risk, and time-series systems that capital-markets firms depend on. Our people have spent careers inside brokerages and exchanges, building trade capture, matching, risk, and tick-data systems first-hand — so we understand the problem before a line of code is written. Every engagement is staffed by senior engineers who own the code: no bench, no hand-offs, no junior layer learning on your project.
What we do
Three ways we engage
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AI Acceleration Program
An agentic software development lifecycle under senior-engineer oversight at every gate. It compresses delivery time; it never replaces engineering judgment.
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Agentic brokerage infrastructure
Copy-trading, message-transport capture, and execution systems engineered for auditability and for absorbing extreme spikes in trading activity.
The stack
Engineered on a serious stack
kdb+/q for tick data, C/C++ and CUDA for deterministic low-latency processing, FIX and Kafka for transport, on AWS and hybrid infrastructure — built together as one system.
Explore our capabilities →Selected work
Delivered systems and active engagements
Delivered
Multi-asset brokerage
Trading platform modernization
A proprietary multi-asset platform built from the ground up at roughly a third of the traditional five-year cost of ownership.
Read the case study → DeliveredOptions market data
OPRA data capture and storage
One of the industry's most demanding time-series workloads: 500GB+ captured per trading day, available within 90 minutes of session close.
Read the case study → Active engagementUS futures broker
Copy-trading platform
A bespoke copy-trading system engineered to absorb extreme activity spikes while preserving immutable, fully auditable trade trails.
Read the case study → Active engagementGlobal CFD broker
Low-latency trading risk management
Real-time risk and PnL observability replacing manual procedures, with order-flow segmentation that surfaces hidden revenue leakage.
Read the case study →The team
A small, senior team — deliberately
Leadership pairs two complementary careers. One founder built a kdb+/q consultancy later acquired by private equity, was on the founding team of a major capital-markets software firm, and is among the foremost kdb+/q practitioners, with deep OTC trading-risk and real-time analytics experience. The other is a 23-year broker-technology leader who was CTO of a major retail broker — scaling a roughly 500-person technology organization through a five-fold revenue period, a NYSE IPO, and the move from FX-only to multi-asset CFD — and who launched a multi-asset trading platform from scratch in about 18 months at a Jefferies-owned brokerage.
Every engagement is powered by a dedicated, no-bench team of senior software engineers who live in the code alongside the founders. Read more about how we work →
Contact
Start a conversation
Tell us what you are building. The first meeting is thirty minutes of real value, whether or not we work together.