As a tech and research driven trading firm, we build models, platform and risk frameworks that price risk, execute trades and provide liquidity across global markets.
Our trading decisions begin with a deep, quantitative understanding of markets. We use advanced statistical modelling and machine learning to uncover patterns in complex data, allowing us to price assets accurately across all market conditions.
Our technology translates quantitative research and market insights into real-world trading outcomes. We build the robust systems and shared infrastructure required to test ideas quickly, deploy improvements safely and operate consistently as we scale across products, venues and regions.
Our integrated trading teams optimise execution, balance risk and opportunity and work closely with researchers and engineers to build the systems and models that drive live trading performance.
We invest in data, infrastructure and control frameworks so our platform remains resilient as it grows. Risk management is embedded in how we price, execute and expand, helping us operate with discipline in fast-moving markets.
years of continuous trading experience
global exchanges
financial instruments priced
trades executed per day
We provide bespoke liquidity solutions for banks, brokers, and institutional clients through our dedicated sales and trading teams.
Partner with a strategic investor that brings decades of trading, technology and market expertise to help scale companies aligned with our core mission of improving the market.
Help solve some of the most complex challenges in financial markets. Join a team where intellectual rigour and engineering excellence make a measurable impact.
Optiver is partnering with Explaining Markets, an AI competition based on research by University of Chicago Booth School of Business professors Bradford Levy and Ralph S.J. Koijen.
Latency and research iteration pull in different directions. Software engineer Daniel B. explores how three generations of trading systems evolved to balance both.
For the past several years, the AI conversation has largely centered on models: which are the most capable, which will dominate and how quickly they will improve.
Instead of throwing agents into an SDLC that wasn’t built with them in mind, we’re trying to do something different: design the development lifecycle around them from the ground up. Below is an example of how we shrank a block of work we take on when we connect to a new exchange. Over the last few months, we've been running an experiment. If you take agentic coding seriously, what does it look like?
Lit continuous trading in European equities is declining. This is a trend that needs to be understood and analysed so that we can identify the causes and potential impact on end investors and market quality. Lit continuous order books, where buyers and sellers trade against displayed quotes, are a fundamental part of how prices are formed. Their health matters to everyone who participates in European equity markets.
Despite accounting for just 4% of the EU’s population, the Netherlands has emerged as a critical gateway for European capital markets through decades of investment in market infrastructure, liquidity and participation. Its success provides a blueprint for policymakers seeking to deepen and integrate Europe’s capital markets.
