Quantitative Analytics
Pricing models, derivatives analytics, and numerical engines — purpose-built for the asset class, not generic libraries bent to fit.
Solutions & Services · Finance
Mobigator constructs best-of-class high-performance systems for complex numerical analysis, quantitative finance, and high-frequency transaction networks — powering fixed-income, equity, foreign exchange, and derivative desks at premier institutions.
Overview
Over twenty years building systems that enable profitable operations for leading institutions in fixed-income, equity, foreign exchange, and derivative trading — a history that started with the earliest open-architecture IP networks for real-time financial transactions.
Core Capabilities
Pricing models, derivatives analytics, and numerical engines — purpose-built for the asset class, not generic libraries bent to fit.
Order routing engines handling thousands of trades per minute, tuned for the microsecond budgets that separate alpha from arbitrage.
Monte Carlo, VaR, and stress-scenario engines architected for distributed compute — from Cray-era to cloud-native.
Early implementers of FIX v3 and onward — venue certifications, session management, and multi-venue aggregation.
Large-scale grid computing for tick-data analysis, market surveillance, and intraday risk — built for petabyte-scale time-series.
Among the earliest developers of open-architecture IP networks for real-time financial transactions — that lineage still shapes what we ship.
HFT Order Routing
Order routing engine engineered for a major US hedge fund — processing three thousand trades per minute under production load.
EJV Partners · Analytics Engine
Analytical engine constructed on 100+ Sun Sparc servers for large-scale financial analysis — an era-defining deployment for quantitative research.
Trade Lifecycle
The systems we ship cover every hop in the lifecycle — from raw market-data ingestion through quantitative decisioning, order routing, execution, and post-trade settlement.
Flagship Deployments
Built the analytical engine on 100+ Sun Sparc servers for large-scale financial analysis.
Developed the first Internet-based forex trading extranet for one of the world's leading custodian banks.
Implemented the initial FIX protocol v3 for electronic trading connectivity.
Created a risk modelling system on a 256-node Cray T3D supercomputer for advanced financial risk analysis.
Engineered an order routing engine processing 3,000 trades per minute for high-frequency operations.
Launched the Advance Risk Modeling System for global institutions, optimised for 64-bit server architectures.
Ready when you are