Trade SY firm capital under risk-managed structures. Selection program, scaling, and performance analytics built for professional traders.
DMA access to KASE, AIX, and global venues with algo orders, FIX/API, and real-time analytics dashboard.
Cross-asset research, macro regime analytics, carry models, and backtesting framework.
Low-market-impact execution with VWAP / POV / TWAP algos and block sourcing across venues.
Our proprietary trading division allocates firm capital to disciplined traders applying quantitative and macro strategies. We combine systematic execution, risk management, and performance-based scaling.
Traders operate within dynamic risk limits calibrated to volatility and strategy consistency. Profit share rewards long-term stability and controlled exposure.
We integrate macro awareness with quantitative signals — from cross-asset carry to volatility spreads — executed via proprietary SY frameworks.
View or download our Prop Trading presentation outlining strategy architecture and performance metrics.
Download PDFOur multi-market platform provides DMA access to KASE, AIX, and global exchanges through advanced order routing, FIX/API connectivity, and full TCA integration.
Explore the platform architecture, algo suite, and client connectivity models.
Download PDFThe AlphaStream engine powers macro and cross-asset research, providing visualization, backtesting, and signal attribution for professional investors.
Institutional-grade execution built for low market impact, with advanced VWAP / POV / TWAP algorithms, block sourcing, and liquidity mapping across venues.