SUKI CAPITAL · QUANTITATIVE TRADING FIRM
Markets are a systems problem.
We build the systems and run them on your book. You get depth and activity on the pairs you choose; we carry the inventory and the risk controls.
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THE PROGRAM
An exchange retains us. We connect to the venue, run our systems on the pairs you choose, and hold two-sided quotes in the book.
Depth, spread and hours are agreed before anything runs. You set the pairs and the limits; we operate inside them.
Inventory stays hedged. We take no directional view on your market — the program is a service, not a position.
Commercial terms depend on the venue and the scope of the mandate.
YOUR PAIRS
YOUR LIMITS
MARKET-NEUTRAL
OUR STACK
TEAM
WHAT RUNS UNDERNEATH
Own infrastructure
Execution, state and logging run on our own stack. No third-party bot.
Exchange connectivity
REST and websocket integration, adapted per venue.
Market-neutral operation
Inventory hedged continuously. No directional view.
Risk & monitoring
Hard limits on size and exposure, alerting, watched 24/7.