Leveraging cutting-edge algorithms and ultra-low latency infrastructure to provide superior liquidity and execution in US markets.
ExtremeHedge is a quantitative trading firm specializing in high-frequency trading (HFT) strategies. We combine advanced data science, sophisticated algorithms, and robust risk management to navigate the complexities of modern financial markets.
Providing essential liquidity across various asset classes, ensuring tight bid-ask spreads for market participants.
Executing large orders efficiently using automated order management systems with predefined rules.
Developing and refining proprietary trading strategies through rigorous back-testing and data analysis.
Our competitive edge lies in our state-of-the-art, low-latency technology stack. We utilize lean programming to minimize delays, and sophisticated hardware acceleration.