Hyperbolico Trading is a quantitative proprietary trading firm based in New York. We research, build, and run automated strategies across liquid global equities, focusing on holding periods from minutes to several days.
Most market participants concentrate either on sub-millisecond speed or on multi-month fundamental views. Much less attention goes to the horizons in between, where price formation unfolds over minutes, hours, and days.
Hyperbolico Trading focuses on this mid-frequency range. We combine statistical research, careful execution, and automated risk controls to trade liquid equities systematically.
Our technology stack is built in-house to support the full lifecycle of systematic trading.
We study market data using statistical and mathematical models. Every strategy is tested out-of-sample across varied market conditions before going live.
Edge at mid-frequency horizons depends on clean execution. Our trading systems route orders across liquidity venues while keeping transaction costs and market impact low.
Risk controls are built directly into the trading engine. Positions and factor exposures are monitored in real time to keep the portfolio balanced within strict limits.
We keep our team small and collaborative. Researchers and engineers work side by side, and ideas are evaluated on data and live results.
Research, validate, and deploy systematic strategies across intraday to multi-day horizons. Requires a strong foundation in mathematics, statistics, computer science, or a related quantitative field.
Design and maintain high-reliability market data pipelines, order management systems, and simulation infrastructure in close collaboration with the research team.
Monitor automated strategies, evaluate execution quality, manage portfolio risk parameters across market environments, and partner on ongoing strategy refinement.
Direct communication channels for institutional counterparties, liquidity venues, regulatory correspondence, and general inquiries.