Our ambition is to be one of the sharpest quantitative trading firms in the market.
We built a team that treats research, trading and software development as a single discipline. Seeking edge — and building the tools to keep it.
Dome Terminal is a quantitative trading firm and a software-development studio. We research our strategies, trade them with our own capital, and write the software that runs them — the same people, across all three.
We are a compact, cross-disciplinary team of quantitative researchers, systematic traders and software engineers, and in practice most of us are more than one of those at once. The person who researches a signal is often the person who trades it, and the person who trades it is often the person who wrote the code beneath it. We are not a technology company that wandered into markets, and we are not traders who handed the engineering to somebody else. We are the same people on both sides of the screen — the ones who form the hypothesis, and the ones who live with the result.
We hold an unfashionable view of this business: there is no secret indicator, and no single clever trick that prints money forever. Edge is not something you discover once and then guard for life. It is something you earn continuously — through sharper research, faster and more honest execution, tighter discipline, and a flat refusal to lie to yourself about what is working and what is not. Most of the money in this industry is lost not for want of ideas, but for want of rigour in testing them and honesty in running them.
So we hold our own work to the standard the market holds us to: fast, disciplined, and measured at every step. In a business where the distance between a good idea and a good outcome is almost always execution — the microseconds between a price and a fill, the slippage nobody put in the backtest, the risk check that either fired or quietly did not — we would rather show a number than make a claim. A number can be verified; a promise cannot.
We are as much a software-development studio as a trading desk. The execution engine, the pre-trade risk gate, the market-data plumbing, and the tooling our researchers and traders use every day — we design and build all of it in-house, the way a modern software company would, and we hold it to the standards of one. The code is not a means to an end we bought from somebody else; it is part of the edge itself.
Founded in 2025, we carry no legacy — no decade of technical debt, no inherited compromises, no story we have to keep telling because too much already depends on it. That is not a weakness we apologise for; it is the entire point. We began with a blank page and built the modern way from the first line, with three things treated as defaults rather than features: speed, transparency, and risk control that runs before any order ever leaves the desk.
Three disciplines, kept together on purpose
The moment you separate research, trading and software development, they start to drift from the truth the market keeps telling. So we keep them at one desk.
Quant Research
Signal research, statistical models and rigorous backtesting. Research decides what earns a place in the book — and, far more often, what does not. Nothing here trades on a hunch.
Systematic Trading
We trade what we research, with our own capital, across the markets we cover. Live results — not paper hypotheses — are the final judge of every idea, and the fastest way to kill a bad one.
Software Development
We design and build the trading software we run every day — low-latency execution, the pre-trade risk gate and the infrastructure beneath them — entirely in-house, and we measure every layer of it.
Four convictions we build and trade by — every day.
Speed is the edge
From the market feed to the confirmed fill, every layer is engineered to be fast — and measured, so speed is something you can see, not something we ask you to believe. In latency-sensitive markets, the difference between a good price and a bad one is counted in microseconds.
No black boxes
Every decision our systems make is inspectable, every step is logged, and the audit trail is complete and yours to export. If you cannot see what your execution did, it should not have done it — so nothing runs where we cannot see it work.
Risk before reward
A hard, pre-trade risk gate runs before any order leaves the desk — always, without exception. Discipline is enforced by design, not left to willpower on a bad day, and the switches stay in your hands, not ours.
Measured, not marketed
Latency at every stage. Fills against the price we actually expected. Risk proven to have run, not assumed to have. We check every result against what the market actually did — because anything you do not measure is a place you are probably losing money.
Built by the people who trade it.
There is no marketing department here, and no support script standing between you and the people who do the work. We are organised around the work itself — research, execution, infrastructure, risk — and everyone who ships is, in some real and uncomfortable way, exposed to the outcome. That single fact keeps us honest better than any process ever could. An idea that dazzles in a presentation but quietly bleeds at the fill does not survive contact with people trading their own capital through the very same systems. We are our own harshest critics, and the work is sharper for it.
Our ambition is not to be the largest firm in the market — that lane is crowded with slow, opaque incumbents. It is to be one of the sharpest: disciplined, fast, transparent, and genuinely in the market alongside the people we build for. We are still building, layer by layer, and we intend to be for a long time. And when you have a question about any of it, the same people who wrote the code will answer.
Get in touch
We would rather have a real conversation than sell a story. The people who do the work will answer.
Trading carries a substantial risk of loss. We publish no track record and promise no returns.