Solutions
Automation, Research, and Algo Trading with Obermind Quant and Our SDK for Sell-Side and Buy-Side Institutions.
Backtest, simulate, optimise, and deploy strategies faster with Obermind Quant, the Obermind Framework, and APIs built by quantitative traders for developers.
Build Platform.Multi-Asset Trading
Trade FX, crypto, equities, and more from one platform.
FIX APISession live
CME Globex
Binance
Kraken
XTX
Interactive BrokersReal-Time Market Data
Consume, store, and distribute tick to Level 2 depth with high-throughput aggregation and historical analytics.
Research Through Production on One Framework.
Features
Obermind Quant IDE
Strategy development, back-testing, modelling, and optimisation with data visualisation across multi-venue datasets.
Multi-Language SDK Support
Script and compile in C#, C++, and Python — copy-and-customise integrations in hours instead of weeks.
Multi-Strategy and Portfolio Tooling
Manage multiple strategies, books, and simulations with post-trade messaging and analytics.
Low-Latency Deployment Paths
Co-located and hybrid cloud options for production algos with observability and risk controls.
Built for Quants Who Need to Ship.
The core of Obermind is engineered for rapid deployment of execution algos and research over millions of market data entries — without reinventing connectivity or risk each time.
Features
Buy-side and sell-side maker/taker workflows supported.
Terabytes of time-stamped historical data for research.
Integrates with matching, risk, and reporting engines natively.
Developer support via documentation, samples, and specialist teams.
More Solutions
All solutionsProp Trading
Platforms for modern subscription-based prop firms — challenges, funded accounts, and payouts at scale.
Proprietary Trading
Infrastructure for market makers, trading groups, and firms deploying their own capital.
FIX Maker API
Distribute liquidity to institutions and traders as a broker, dealer, or market maker.
