RAYLEIGH

Rayleigh Research have developed a highly scalable simulation and best trade execution architecture for deep high-frequency trading (DHFT). Their SaaS platform AlgoStakes® will shape the future of DHFT. Request quant access or demo: info@rayleigh.re... The machine (or deep) learning support of the developed proprietary simulation engine with full-depth ("L3 MBO") order-book reconstruction allows optimality for several kinds of (even multivariate) trading strategies, especially at ultra-high frequency. The SaaS system known as AlgoStakes® also allows for best execution and analysis. Core services provided include (1) market making at both centralized and de-centralized exchanges, (2) best available execution of large position changes, and (3) dynamic automatized fund optimization with detailed reporting (PDF). These services and infrastructure may be licensed from RR or its collaborative quantitative teams.

Also known as: Rayleigh Research