Quantitative strategies, engineered for execution
MST Capital runs two complementary strategy families. Both are model-driven, fully systematic, and built on the same low-latency foundation.
Automated Market Making
Providing continuous liquidity and tighter spreads across global electronic markets.
As a market maker, we commit to quoting both sides of the book continuously. Our models price thousands of instruments in real time, balancing the spread we earn against the inventory risk we take on. When venues and counterparties need depth, our quotes are there — in calm markets and volatile ones alike.
How it works
- Continuous two-sided quoting across instruments
- Microstructure-aware fair-value estimation
- Spreads that adapt to volatility and flow
Risk discipline
- Real-time inventory tracking and skewing
- Automated cross-instrument hedging
- Hard position and exposure limits
Why it matters
- Deeper, more stable order books
- Lower transaction costs for participants
- Reliable liquidity through market stress
Cross-Venue Arbitrage
Capturing transient pricing dislocations the moment they appear.
The same asset rarely trades at exactly the same price everywhere at once. Our arbitrage strategies detect and act on these fleeting discrepancies — across exchanges, related instruments, and statistical relationships — with execution fast and deterministic enough to realize them before they close. Each trade is small, hedged, and risk-controlled; the edge comes from doing it accurately, at scale, all day.
Opportunity set
- Cross-exchange price differences
- Triangular & index/basket relationships
- Statistical & latency arbitrage
Execution edge
- Co-located, kernel-bypass order paths
- Deterministic, low-jitter execution
- Simultaneous multi-venue legging
Risk discipline
- Fully hedged, market-neutral by design
- Inline pre-trade risk checks
- Automated kill-switches on anomalies
Interested in partnering with us?
We work with exchanges, token projects, and institutional counterparties seeking reliable liquidity.
Get in touch→