Improve tick-to-trade performance with ultra-low latency market data and execution.
Trading Technology for Quant Hedge Funds
Deterministic performance in ultra-low latency environments where consistency and speed are critical to execution quality. Microsecond-level visibility and monitoring help firms optimize trading strategies and protect profitability.
Independent visibility into trading, network, and market data performance
Ultra-low latency market data and order execution
Global connectivity, hosting, and 24×7 managed services
The Challenge
Alpha opportunities can be measured in microseconds. Quantitative strategies require high-performance market data, deterministic execution, scalable infrastructure, and the ability to rapidly test and deploy new models.
How Pico Helps
Redline delivers ultra-low latency market data and execution across equities, futures, options, FX, and fixed income markets. Integrated replay capabilities support research and backtesting, while Pico’s managed services help teams focus on strategy development rather than exchange connectivity and operational maintenance.
Key Highlights
Better tick-to-trade
Deploy strategies faster
Build and deploy strategies faster using normalized market data across global venues.
Replay & backtesting
Leverage replay and historical analysis capabilities for research and backtesting.
Packet-level analytics
Identify latency bottlenecks and execution opportunities using packet-level analytics.
Focus on alpha
Focus developers on alpha generation instead of exchange connectivity maintenance.
The Pico Solution Stack
One integrated ecosystem — measure with Corvil, execute with Redline, and connect and operate with Market Services.
Talk to a Pico specialist
Discuss how Pico’s integrated stack of analytics, trading software, and market services can support your quant hedge funds operations.
