Determinism over averages
We optimize for the worst case, not the mean. Jitter-free, predictable latency matters more than a flattering benchmark number.
For about twenty years, the fastest trading infrastructure has belonged to a small group of firms with deep FPGA benches and the budgets to match. We started EQVasset to change who gets to use it.
A serious quant fund, prop shop or market maker should be able to run sub-150-nanosecond infrastructure without building it from scratch. We deliver it ready to go, and faster than anything they could put together themselves.
Getting hardware tick-to-trade has usually meant hiring FPGA specialists who are hard to find, keeping custom firmware running for every venue you touch, and living with rigid, expensive vendor relationships. So the fastest infrastructure has stayed in very few hands.
We build the hard parts (the in-fabric feed handler, the order book, the quoting engine, the hardware risk and the TCP/IP stack) and expose them through a clean C++ API and operations GUI, so your team integrates in software while your trades execute in hardware.
We optimize for the worst case, not the mean. Jitter-free, predictable latency matters more than a flattering benchmark number.
Your strategy is yours. Deploy HLS cores or your own SystemVerilog, run on standard Xilinx/AMD cards, and keep control of your IP.
Risk isn't bolted on. Hardware-enforced pre-trade controls and Mass Quote Cancellation are first-class parts of the pipeline.
Every strategy is validated against captured market data in a deterministic backtest and a two-machine in-hardware harness.
The same architecture runs one symbol or a full rack. Add cards and servers; the model scales horizontally.
No layers of sales abstraction. When you have a latency question, you talk to the people who built the pipeline.
If you're weighing up who to build your low-latency stack with over the next few years, we'd be glad to talk it through.