Advanced Services
Kalmanic delivers specialized market making and liquidity provision services leveraging our proprietary technology stack and quantitative expertise. Our advanced services are designed for institutional clients seeking sophisticated solutions in complex market environments.
Predictive Adverse Selection Mitigation
Deploy latency-adjusted quoting and flow toxicity regression models to maintain narrow two-sided liquidity while systematically avoiding adverse informed execution clusters.
Dynamic Order Book Sculpting
Continuously optimize spread skew, quote density, and queue positioning based on real-time limit order book shape factors, taker sweep probability models, and local volatility microbursts.
Non-Linear Exotic Risk Internalization
Accept convex exotic exposures (e.g., tail variance, cross-venue basis shocks, implied liquidity stress) and offset dynamically via volatility surface anchoring, synthetic basket hedging, and structural drift harvesting.
Synthetic Market Depth Injection
Engineer ghost liquidity and adaptive mirror layering to manipulate perceived bid/ask depth elasticity, while embedding slippage traps and minimizing impact decay footprints under stress scenarios.
Our Approach
Our services are built on a foundation of advanced quantitative research, high-performance computing, and deep market microstructure expertise. We employ a systematic, data-driven approach to market making and liquidity provision, continuously refining our models and strategies to adapt to changing market conditions.