High-frequency trading fund
We trade our own capital on exchanges and compete with HFT teams around the world
HFT is trading through algorithms, where time is counted in sub-microseconds
HFT funds trade with algorithms on their own capital. The flow of exchange data has inefficiencies, and the one who works them out more precisely and faster is the one who earns
A common goal, one PnL for everyone
Spectral quants and engineers work towards one result, so ideas and infrastructure are shared here. Quants decide what to trade, engineers build what to run it on. The structure is flat: anyone on the team can propose a solution.
Quant research and ML
Quants look in exchange data for patterns that can be made money on: in the order book, the trades, their order and timing. For example, after a certain picture in the order book the price goes up more often, or the same instrument is priced differently on two exchanges for a short time. A pattern is turned into a strategy or a model. It is run on history, launched in production, and the PnL shows whether it works or not. A working one is replicated to other instruments and exchanges, a non-working one is switched off. Any of them stops working over time: the market changes, and competitors find the same pattern or get around it with a new idea.
Infrastructure
Engineers write the trading system in C++: it receives packets with the order book and trades from the network, hands them to the strategy, assembles its order and sends it to the exchange. All of it has to fit into microseconds, so the network stack here is our own. Hence the tasks: connect an exchange over a binary protocol, work out how it is built from the latencies and the share of filled orders, find why the latency jumps several-fold on an idle core. And all of this under a load ten times higher than usual, because that is when the strategies make money.
Engineers from tier-1 companies and experienced industry specialists, winners and prize winners of olympiads in mathematics, programming and physics at the level of IPhO, the All-Russian Olympiad and the ICPC semifinal. People stay here for a long time and share knowledge
A culture of results
We see it through
If something does not work, we do not stop until it works. Only what is done down to the details goes to production.
We do not walk past
If something can be done better, we say so, even if it is someone else's task. We argue with what is suboptimal and help the team reach the common result.
We do not stop
We love to compete and win. We do not consider any result final, because the market and competitors do not stand still.
The full spectrum to win
Income without limits
Salary, bonuses and awards, profit sharing from the common PnL without a ceiling for technical roles. Responsibility grows with every project, and income grows with it.
Personal development track
Performance coaching: goals, motivation and managing workload, and with them sleep, sport and nutrition.
Regular reviews and mentors from the industry. Equipment, education, languages and any computing power the work needs.
Health, wellness, relocation
Health insurance with dental care, discounts on insurance for family, medical tests every six months. Breakfasts and lunches in the office, gyms and courts. We hire from any country: tickets, housing for the first month, documents and moving the family
Beyond the office
Friday dinners, monthly events and internal competitions. Every six months the whole team travels to a new country. Private events attended by celebrities, and other exclusive events
EDUCATIONAL PROJECTS
We invest in supporting the community — new generations of mathematicians and engineers. Open courses, lectures and spectral:arena competitions. The main sponsor of the Independent University of Moscow. We support HSE University, ITMO University, St Petersburg University and ICPC — together with their teachers and students
- Independent University of Moscow (MCCME)
- HSE University, Moscow
- HSE University, St Petersburg
- St Petersburg University
- ITMO University
- ICPC
Telegram channel with 4000+ subscribers
Breakdowns of interview problems, preparation materials, course and competition announcements on real production problems - in the Telegram channel.