A systematic quantitative proprietary trading firm.
We trade derivatives across multiple US asset classes using fully automated, mid-frequency algorithms built on years of research. No external capital. No external pressure.
Own capital
Internally funded. No external investors, no client mandates, no allocators to report to.
Mid-frequency
Deliberately not high-frequency and not low-latency. A strategic choice, not a limitation.
Multi-asset, US
Derivatives across multiple US asset classes, building toward other regions.
Fully systematic
Signals from years of research. Data and technology guide every decision.
We hold positions because the research supports them.
We operate as an internally funded hedge fund. The capital is our own — no external investors, no client mandates, no allocators to report to. That structure shapes everything downstream.
We hold positions because the research supports them, not because a fundraising cycle or a redemption window forces a decision. Independence is not a tagline here; it is the reason the strategy can take a long-term view.
Quality of signals over microsecond arms races.
Our trading is fully systematic and fully automated. We operate in the mid-frequency space — deliberately not high-frequency and not low-latency. It lets us compete on the quality of our signals and the discipline of our execution rather than on infrastructure spend.
The algorithms run on signals developed through years of research. Each signal earns its place through testing, not intuition. When a signal stops working, we retire it; when the research points somewhere new, we follow it.
Small, technical, and run by the people doing the work.
Broad research scope
We do not confine ourselves to a single approach or asset class. New ideas from the team are something to test, not to filter out.
AI in the day-to-day
AI is part of how we work across research, systems, and operations — where it makes the work sharper and faster, not as a label on a strategy.
No layers in between
Decisions are made by the people doing the work. No committee between an idea and a test, no bureaucracy between a result and the next decision.
No open roles at the moment.
As the firm expands into more quant strategies and new markets, we will need traders and researchers to build them. When roles open, you will find them here.
An open application is welcome if you would rather prove an edge than argue for one. Send a note to careers@qliqtrading.nl, or follow us on LinkedIn.