Building Liquidity Infrastructure for Modern Markets
Since 2019, we've been solving real problems in trading liquidity. Not through flashy promises, but through careful engineering and genuine market understanding.
How We Started and Why It Matters
Back in early 2019, three of us were sitting in a cramped office in Seoul, frustrated. We'd spent years watching markets move—sometimes smoothly, often not. The problem wasn't lack of traders or capital. It was the invisible friction between them.
Liquidity sounds abstract until you're the one trying to execute a large order without moving the market. Or you're a market maker bleeding money on stale quotes. These weren't theoretical issues. They were daily headaches for people we knew.
So we built something different. Not a trading platform—there were plenty of those. But a system that could bridge liquidity pools intelligently, route orders efficiently, and actually adapt to changing conditions. The kind of infrastructure that just works when you need it.
Our first client was a mid-sized trading desk that had been manually aggregating prices from four different venues. Within two months of using our system, their execution costs dropped by 18%. That's when we knew we were onto something real.
What Makes Our Approach Different
Six interconnected principles that drive everything we build and every decision we make
Real-Time Market Analysis
Our systems continuously analyze order flow patterns, spread dynamics, and volume distributions across multiple venues to identify optimal execution paths.
Smart Order Routing
Algorithms that understand market microstructure and can split, delay, or redirect orders based on current conditions rather than static rules.
Risk-Aware Positioning
Built-in safeguards that monitor exposure, track correlation changes, and adjust parameters automatically when volatility shifts unexpectedly.
Transparent Cost Structure
Every execution includes detailed breakdown of venue fees, spread costs, and market impact—so you know exactly what you're paying for.
Institutional-Grade Infrastructure
Low-latency connectivity, redundant systems, and continuous monitoring that keeps you operational even during market stress events.
Adaptive Learning Systems
Our platform learns from execution outcomes, refining strategies based on what actually works in current market conditions rather than historical assumptions.
The People Behind the Systems
We're not big on corporate titles or hierarchy. What matters is expertise, and these two have plenty of it from years spent actually working in markets.
Taavi Jokinen
Director of Trading Systems
Spent a decade building execution algorithms for a Helsinki-based proprietary trading firm before joining us in 2020. His background in high-frequency systems means he thinks about latency and reliability in ways most developers don't. When something breaks at 3 AM, he's usually already fixing it.
Dragan Pavlović
Head of Market Infrastructure
Former risk manager at three different exchanges across Europe. He's seen every flavor of market crisis and knows what actually matters when liquidity dries up. His obsession with contingency planning has saved our clients from more than a few nasty surprises over the years.
Evolution Through Real Challenges
Every milestone here represents something we had to learn the hard way. Markets don't forgive assumptions, so we stopped making them.
2019 — The Beginning
Manual Systems and Late Nights
Started with three people and a basic order routing system. Our first major challenge came during a flash crash in August 2019—our algorithms froze because we hadn't accounted for circuit breakers. We spent the next four months rebuilding from scratch, this time stress-testing against every historical anomaly we could find.
2021 — Growing Pains
Scaling Without Breaking Things
Hit 15 clients and our infrastructure started showing cracks. Latency spiked during Asian trading hours. We had to completely rearchitect our message queue system and add three new data centers. Not glamorous work, but necessary. Also learned that monitoring systems need monitoring systems—downtime is expensive when you're handling live orders.
2023 — Market Volatility Tests
When Theory Meets Reality
March 2023 banking crisis taught us that correlation assumptions break down exactly when you need them most. Our risk models handled it, but barely. Spent six months implementing dynamic correlation tracking and adaptive position limits. Several clients told us this upgrade kept them operational when their competitors had to shut down certain strategies.
2025 — Current Focus
Building for What's Next
Now handling over $800 million in daily order flow across 43 institutional clients. Current work focuses on cross-asset liquidity optimization—helping clients source liquidity for complex trades that span multiple instruments. Also developing better tools for post-trade analysis, because understanding what happened is just as important as executing efficiently.
What We Actually Stand For
Not corporate values on a poster. These are the principles we argue about, the standards we hold ourselves to, and the reasons clients stay with us.
Honest About Limitations
We'll tell you when our systems can't handle something or when market conditions make a strategy unviable. Better to lose a deal than set unrealistic expectations.
Obsessed with Reliability
Uptime isn't a metric we track quarterly—it's something we think about every time we push code. Our infrastructure team has veto power over any change that could affect stability.
Transparent Operations
When something goes wrong, we explain what happened, why it happened, and what we're doing to prevent it. No corporate speak or deflection.
Continuous Improvement
Markets evolve constantly, which means our systems need to as well. We allocate 20% of engineering time specifically to research and testing new approaches.