Making financial markets more efficient
AlphaGrep is a proprietary trading firm focused on high frequency algorithmic trading in asset classes across the globe. We have offices in Mumbai, Bangalore, Singapore and Hong Kong.
We are one of the largest firms by trading volume on Indian exchanges, and have significant market share on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.
We are a team of curious engineers, mathematicians, and statisticians who like to solve challenging problems. We have past experience in quantitative trading and low latency trading system development at global proprietary trading firms and investment banks.
We strive to build technology driven systems to process the latest information with the the lowest possible latency and respond to the dynamic markets.
Through extensive data analysis we find alpha in the financial markets.
Our systems and research framework are built to be scalable.
Our team is solving some of the toughest problems in the financial markets.
If you are passionate about technology and data like we are, reach out to us: