Kalmanic
Adaptive signal extraction from fragmented market microstructure
Liquidity provision. Basis trading. Volatility surface modeling. Cross-venue arbitrage.
Market Microstructure
Proprietary signal extraction from L3 orderbook dynamics and cross-venue latency arbitrage
L3 Orderbook Depth
Volatility Surface Analysis
Cross-Exchange Latency Arbitrage
About Kalmanic
At Kalmanic, we architect algorithmic systems that dynamically engage with fragmented market microstructure, delivering sustainable alpha through statistical inference, predictive volatility modeling, order flow asymmetry analysis, and HFT-grade execution infrastructure.
> ▋
>99.5%
System uptime
<20µs
Order routing latency
C++/Rust
Core technology stack
24/7
Market coverage