About

Who We Are

Rockedge was founded by a former derivatives trader and quantitative analyst with deep expertise in system engineering and high-performance computing. We sit at the intersection of mathematical rigour and production-grade engineering — a combination that is rare and commercially valuable.

Our background spans derivatives markets, volatility modelling, signal processing, and systems architecture. We have built and operated live trading systems, developed quantitative libraries used in production, and published research connecting theory to practical implementation.

We work with trading firms, brokerages, and financial institutions that need sophisticated technology built by people who understand the domain — not just the code.

Our Approach

Embed First

We begin every engagement by embedding with your team — understanding your operations, your workflow, and the specific problems that generic software cannot solve. The system design follows from that understanding, not from a pre-packaged template.

Build to Own

We retain the IP we develop. You license it on a continuous basis, receiving a system that is maintained, supported, and evolved by the engineers who built it. This alignment of incentives means we care about the long-term quality of what we deliver.

Iterate Continuously

Markets change. Regulation changes. Your business changes. We stay engaged beyond delivery — adding capabilities, adapting to new requirements, and applying lessons from one client engagement to improve the shared platform others depend on.

Domain Expertise

→ Derivatives pricing: Options, futures, structured products. BSM, Heston, SVI volatility surface construction. Skew-adjusted Greeks and real-time risk metrics.
→ Order management: Voice and electronic order workflows, execution infrastructure, pricing against correlated markets, position and exposure tracking.
→ Market microstructure: Order book dynamics, imbalance signals, microprice modelling, automated hedging strategies.
→ Quantitative research: Signal development, backtesting frameworks, volatility forecasting, statistical modelling.

Technical Capabilities

→ High-performance systems: Rust-based execution engines delivering low-latency computation for real-time pricing and risk.
→ Real-time architecture: Event-driven systems with sub-second state propagation across distributed components.
→ LLM integration: AI-assisted decision support, natural language interfaces for risk and operations teams.
→ Full-stack delivery: From quantitative core to web dashboards and mobile-accessible interfaces.

Built in Production

Our flagship derivatives trading platform demonstrates the full depth of our engineering capability — from real-time volatility surface calibration to LLM-integrated risk monitoring, running live in production.

View the System

About Rockedge