One research engine. Four expressions.
Everything we trade shares the same DNA: a hypothesis, a dataset, an adversarial review, and a system fast enough to act on the conclusion. The venue changes. The method never does.
Equities
Systematic alpha across the world's deepest markets.
Our equities business trades a universe of more than 14,000 listings across 61 venues — from microsecond market-making to multi-week statistical arbitrage. We combine cross-sectional signals, order-flow microstructure, and machine-learned alpha models into a single, unified risk engine that never sleeps through an open.
The equities stack is our oldest and deepest. A colocation footprint in eleven data centers feeds a research pipeline that replays every tick since 2009. Signals move from a researcher's notebook to shadow trading in under a day — and to live capital only after surviving our adversarial review board.
FX Markets
Liquidity in the most traded market on Earth.
We are a systematic liquidity provider and taker across G10 and 24 emerging-market currency pairs — spot, forwards, and NDFs. Our FX desk runs continuously through the 24/5.5 global session, pricing risk from Wellington's open to New York's close with a single consolidated book.
FX is a market of fragmented, bilateral liquidity — which is exactly why we like it. Our pricing engines synthesize dozens of ECN and bank feeds into a proprietary composite mid, and our inventory models decide, every millisecond, whether to internalize, hedge, or hold.
Venture Capital
Backing the infrastructure of future markets.
Klovenier Ventures invests from pre-seed through Series B in the companies building the rails we'll trade on next: market infrastructure, developer tooling, applied ML, and the data businesses that make new asset classes legible. We invest the firm's own capital, with the firm's own conviction.
Founders get more than a check. Our portfolio companies draw on the same research library, infrastructure patterns, and market expertise that power our trading floors — and a network of operators who have built exchange-grade systems from zero.
Prediction Markets
Pricing the probability of everything.
Event contracts are the youngest — and least efficient — venue we trade. Our prediction markets desk provides liquidity across elections, macro releases, climate outcomes, and cultural events, treating each contract as a forecasting problem with a tradable answer.
Where others see novelty, we see mispriced probability. Our forecasting stack blends structured models, alternative data, and aggregated judgment — then holds itself to the only score that matters: calibration against what actually happens.
Same rigor. Different venues.
Whether we're quoting a currency pair, pricing an election, or writing a pre-seed check — the process is identical: form the hypothesis, demand the evidence, size the conviction. Want to run that process with us?
Join the Team