Proprietary Trading
Quantitative strategies and two-sided market making with our own capital, across equities, crypto, FX and derivatives. Our stack is built in-house and deployed on our book daily.
What we do
Four lines of business built on one stack underneath.
Everything we sell has run on our own book first. Everything we trade runs on code we also ship.
Quantitative Services
Custom work for funds, brokers and prop shops: backtesting, strategy automation, full broker infrastructure build-outs and managed operations on our execution layer.
Research
In-house research desk covering microstructure, signals, execution cost and risk. Published as reports, datasets and briefings.
Products & APIs
Execution API, smart order routing and pre-trade risk, exposed as a typed SDK. Plus white-label fintech applications built on the same rails we trade on.
How we operate
Small team. Principled operation.
Four commitments that shape every engagement, whether we're trading our own capital or building for a partner.
Own capital first
Every strategy runs profitably on our own book before it reaches a partner. If it isn't good enough for us, we don't sell it.
Research-driven
Nothing ships without a written research note. We prefer small, well-understood edges over loud narratives.
Multi-asset coverage
We work across equities, crypto, FX, commodities and listed derivatives, on the venues that match each mandate.
Transparent engagements
Written scope, clear SLAs, a single partnerships contact. No black boxes, no surprises in the execution path.
Quant services
Your strategies, our infrastructure.
We work with funds, brokers, prop shops and fintechs to turn quantitative ideas into production trading systems, and to build the infrastructure that runs them. Same SLAs and monitoring we hold our own book to.
Backtesting & Simulation
Venue-grade historical simulation with real order-book dynamics, queue position, transaction costs and slippage. No toy closing-price PnL.
- Tick-level data across 20+ venues
- Cost, impact and fill models
- Reproducible research environment
Strategy Automation
From notebook to production. We harden, deploy and monitor your alpha on our execution layer, with typed SDKs, kill switches and full risk controls.
- Productionising research code
- Deterministic pre-trade risk
- Co-located and private deploys
Broker & Prop Infrastructure
End-to-end technology build-outs for brokers and prop trading firms. Liquidity provider integrations, risk management systems, OMS/EMS stacks and venue connectivity.
- Multi-LP connectivity & aggregation
- Real-time risk & margin systems
- OMS / EMS / clearing integration
Managed Operations
Ongoing operations, desk support and 24/7 monitoring. Focus on alpha. We run the plumbing, handle incidents and keep the lights on.
- 24/7 monitoring & alerting
- Incident response SLAs
- Dedicated partnerships contact
Research
The desk behind the desk.
Our research team is both a profit center and an open output. The work that shapes our strategies also ships as notes, datasets and briefings to partners.
Venue-level order book dynamics, queue position, toxicity and fill probability modelling.
Transaction cost analysis, smart routing models and impact-aware scheduling research.
Cross-asset alpha research, regime detection and feature engineering at tick resolution.
Real-time VAR, correlation regimes, stress scenarios and inventory optimisation.
Enterprise API
The stack we trade on, as infrastructure.
Execution, routing and risk, exposed through a single SDK. Deploy on Fluid Compute, co-located venues or private infrastructure.
- Unified Execution APIOne endpoint for orders, positions and streaming market data. Typed SDKs for TypeScript, Python, Go and Rust.
- Smart Order RoutingDynamic venue selection across 20+ liquidity pools with venue-aware cost models and internal crossing.
- Pre-Trade Risk EngineDeterministic limits, inventory exposure, VAR bands and kill switches, enforced pre-trade on every order.
- Private DeploymentsDedicated infrastructure, co-location and custom SLAs for regulated institutions and high-volume counterparties.
POST · /v1/orders200 · 8ms
import { Infibex } from "@infibex/sdk";
const ix = new Infibex({ apiKey: process.env.IX_KEY });
const order = await ix.orders.create({
symbol: "BTC-USD",
side: "buy",
size: 2.5,
type: "limit",
price: 72_350,
venue: "smart", // smart order routing
tif: "gtc",
});
// → { id, status: "working", latency_ms: 4.2 }Infibex Execution API · v1live
Fintech applications
Consumer-grade products, institutional plumbing.
Fintech applications designed and operated on our own infrastructure: white-label brokerage, treasury desks, portfolio and research dashboards.
PortfolioLIVE
TOTAL VALUE$705,541.28
+2.14% · 24hAAPL
AAPL/US225.14
$286,412+0.62%
SPX
SPX5,412.75
$218,750+0.18%
EUR
EUR/USD1.0853
$124,500-0.04%
XAU
XAU/USD2,648.20
$75,879+0.22%
infibex · white-labelstreaming
- White-label BrokerageOrder entry, portfolio, reporting and compliance screens, fully branded and deployed on your domain.
- Treasury & HedgingCash management, FX hedging and yield operations wired directly into our execution layer.
- Portfolio DashboardsReal-time analytics, custom signals and portfolio views delivered as embeddable dashboards.
How it works
From research to revenue, three steps to production.
One pipeline from signal to settlement. The same one our desks, our APIs and our partner mandates run on.
- 01. Research & Assessment
Our research desk defines the opportunity and models it end-to-end: venue selection, cost, risk and expected edge, before a single line of production code.
- 02. Engineering & Integration
Typed SDKs, co-location and bespoke infrastructure shipped into your stack. No rip-and-replace. No surprises in the execution path.
- 03. Deploy with Confidence
Staged rollouts, continuous risk checks and a dedicated partnerships contact. We run the same playbook on our own book first.
The firm
Operated by traders, built by engineers, sharpened by research.
Infibex is a proprietary trading firm. We take principal risk with our own capital across every market we touch, which is why the tools we sell are built for the floor, not the brochure.
Research, engineering and trading sit in the same room. Strategies, managed mandates, APIs and fintech products ship on the same cadence. Nothing we deliver to a partner exists before it has run profitably on our own book.
RESEARCHRigorous quantitative research, applied daily.
ENGINEERINGLow-latency systems, monitored end-to-end in real time.
OPERATIONSPrincipal risk, disciplined capital, transparent process.
Work with us
Work on systems that move markets.
We don't run open listings. If you're a senior engineer, quant researcher, trader or product builder, send us a note. Small teams, high agency, full ownership end-to-end.
FAQ
Your questions, answered with clarity.
We run proprietary quantitative trading on our own capital, provide quant services to external funds and firms (backtesting, strategy automation, managed ops), build technology infrastructure for brokers and prop shops, publish research, and ship institutional APIs and fintech applications on the same stack.
Our proprietary desk trades only our own capital. For external clients we provide infrastructure, services and research. We don't custody or manage client funds directly.
Equities, crypto (spot and derivatives), FX, commodities and listed derivatives, through direct connectivity to 20+ global venues, with additional coverage available through managed integrations.
A short scoping call, a written assessment of scope, risk and edge, and a staged rollout. Most partnerships move from first call to live production within four to eight weeks.
Infibex operates as a proprietary trading firm under the jurisdictions that apply to its operating entities. We can provide regulatory, counterparty and compliance documentation on request.
Email partnerships@infibex.com for desk, services and enterprise inquiries, research@infibex.com for research briefings, and careers@infibex.com for hiring.