Chasing the millisecond with an edge
ExtremeHedge is a quantitative trading firm built around ultra-low-latency infrastructure and disciplined research — providing liquidity and execution across U.S. markets, one microsecond at a time.
About us
We combine advanced data science, carefully engineered algorithms, and rigorous risk management to operate in the complex, fast-moving structure of modern financial markets.
Our team works at the intersection of research and engineering — every strategy is back-tested extensively, every system is built to run lean, and every microsecond of latency is treated as a variable worth optimizing.
Our services
Market making
Providing essential liquidity across asset classes, maintaining tight bid-ask spreads for market participants.
Algorithmic execution
Executing large orders efficiently through automated order management systems built on predefined, tested rules.
Quantitative research
Developing and refining proprietary trading strategies through rigorous back-testing and continuous data analysis.
Technology & infrastructure
Our edge comes from a state-of-the-art, low-latency technology stack — lean, purpose-built software paired with hardware acceleration, minimizing the delay between signal and execution at every stage.
Market data
Direct feeds, normalized and time-stamped at the source.
Strategy engine
Signal generation running on optimized, lean code paths.
Order gateway
Risk checks and routing logic tuned for minimal overhead.
Exchange
Co-located connectivity for the shortest possible path.
Inquiries
For partnership, liquidity provision, or general inquiries, reach out by email and a member of our team will follow up.