About Us
We are a quantitative trading fund engineering liquidity across fragmented digital asset markets.
Powered by ATAP and written entirely in Rust, our systems operate at microsecond resolution to extract structure from chaos.
Strategies
Market Making
Perpetuals
Continuous two-sided liquidity provision across perpetual futures markets with delta-neutral positioning.
Options Volatility
Arbitrage
Systematic capture of implied volatility mispricings through multi-leg options structures.
DEX–CEX
Arbitrage
Low-latency triangular arbitrage between decentralized and centralized exchange venues.
Funding Rate
Harvesting
Strategic extraction of positive funding rate premiums through optimized position hedging.
Cross-Venue Latency
Arbitrage
Microsecond-level price discrepancy capture across multiple exchange order books.
ATAP
Advanced Trading Algorithmic Platform
Built entirely in Rust for deterministic performance, memory safety, and ultra-low latency execution.
Market Data Layer
Pricing Engine
Strategy Core
Risk Engine (Guardian)
Order Management System
Execution Engine
Matching & Netting Layer
Position Keeping System
Monitoring & Telemetry
ATAP is our proprietary trading nervous system — a fully Rust-built ecosystem that ingests raw market data, calculates optimal prices, manages positions, evaluates risk in real-time, and executes orders at microsecond latency across centralized and decentralized venues.
Exchanges & Liquidity Sources
Unified via custom Rust connectors and normalized in real-time.
Performance
Performance data presented in abstract form. Actual metrics available to qualified investors upon request.
Careers
We hire for thinking, not resumes.
Contact
Secure Communication
PGP Key Available
Node ID
atap-node-7f3e9a2b4c8d1e6f