Low Latency
algorithmic trading technology
We build high-frequency trading (HFT) software operating on BIST, VIOP and global markets — grounded in mathematically verified strategies. Discipline, speed, and reliability, on a single engineering spine.
Strategy to execution — end to end
Standard execution algorithms and custom strategy engines — each running on a single low-latency backbone.
TWAP
Time-weighted average price
An execution algorithm that slices a large order into equal intervals across a defined time window. Minimizes market impact and delivers an average fill near the reference TWAP.
VWAP
Volume-weighted average price
Distributes order size throughout the day according to historical and live volume profiles, targeting a fill as close as possible to the institutional reference VWAP.
Iceberg
Visible tip, hidden size
Exposes only a small visible slice of a large order and replenishes it automatically as each slice fills — opening meaningful positions without revealing full intent to the order book.
Market Making
Continuous two-sided quoting and liquidity
Earns the bid-ask spread by continuously posting two-sided quotes on the order book, tightly integrated with inventory and risk-management controls.
Arbitrage
Cross-venue and derivative-spot price dislocations
Identifies and captures sub-second pricing dislocations across venues or related instruments (e.g. futures vs. spot), executing simultaneous legs on both sides.
Price Band
Conditional execution within a price corridor
Manages order flow while price stays within a defined upper and lower corridor; applies auto-pause or cancel logic when the corridor is breached.
First Order
Queue priority during open and close sessions
A precision-timing algorithm that places orders at the very front of the queue during the exchange's opening and closing sessions. By securing priority the moment liquidity forms, it maximizes the probability of capturing the best available execution price.
Ceiling
Disciplined execution at ceiling prices
A low-latency algorithmic trading strategy designed for assets trading at their upper price limit. Places orders with sub-microsecond timing to secure front-of-queue priority, capturing the narrow liquidity windows typical of ceiling-pegged instruments.
Floor
Disciplined execution at floor prices
A low-latency algorithmic trading strategy designed for assets trading at their lower price limit. Strategically positions orders in the sell-pressured book to secure priority in the floor queue and target best possible fills within a narrow liquidity window.
Infrastructure designed for nanoseconds
Every layer — hardware, network, protocol, software — is optimized for a single goal: deterministic, low-latency order flow.
Technology detailsOverclocked servers
Bare-metal servers optimized for high single-core clock speed with isolcpus pinning for deterministic performance. DDR5 memory, PCIe 5.0 interconnect, liquid cooling.
Co-location & kernel-bypass networking
In-venue co-location at BIST with low-hop connectivity, kernel-bypass NICs (Solarflare / Mellanox) delivering sub-microsecond round-trip times over dedicated 10/25 GbE links.
FIX 4.4, OUCH & native protocols
FIX, OUCH, and binary native adapters optimized for BIST, VIOP, and global venues — capable of hundreds of thousands of concurrent orders per second with full audit logging.
Observability & risk dashboards
Real-time latency histograms, order-flow metrics, pre-trade and in-flight risk gating. Per-strategy P&L, VaR, and drawdown dashboards.
Exchanges, protocols, counterparties
From BIST to VIOP, global FX to futures — a single order-routing framework.
Four disciplined steps
Every strategy follows the same methodology — analysis, design, execution, and continuous monitoring — from concept to production.
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01
Analysis
Quantitative review of market microstructure, order-book dynamics, and historical data. Target metrics and constraints are formalized.
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02
Strategy
Modeling, backtesting, and simulation. Statistical-significance thresholds and risk budgets are validated in this phase.
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03
Execution
Full paper-trading → canary → live transition on the low-latency core. Every step is gated by observability and sign-off.
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04
Monitoring
Latency, fill-rate, slippage, P&L and VaR metrics are monitored continuously. Regressions are auto-flagged and reviewed fast.
A team driven by data, governed by discipline
SELF GRUP brings quantitative research, high-performance software engineering, and market-microstructure expertise together under one roof. Every line of code targets a measurable return or a measurable risk reduction.
See companyMeasurable outcome
Every feature is designed and shipped alongside a concrete return or risk-reduction metric.
Risk first
Pre-trade, in-flight, and post-trade risk controls are an inseparable part of the performance path.
Latency obsession
We hunt microseconds at every layer — from hardware to application code, every choice is measured.
From Ankara and London, to world markets
Reach out for a proposal, partnership, or bespoke strategy engagement.
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