Quantitative liquidity & market making across South East Asia
Blending mathematical rigor, ultra-low latency technology, and deep local market expertise to capture liquidity and drive market efficiency across ASEAN.
Blending mathematical rigor, ultra-low latency technology, and deep local market expertise to capture liquidity and drive market efficiency across ASEAN.
Sesame Quant combines high-frequency data architecture with rigorous statistical modeling to provide continuous liquidity and market stability across regional exchanges.
We are actively onboarding proprietary traders to engineer and scale algorithmic strategies across ASEAN markets using our high-throughput, low-latency tech stack.