Crypto-Native Quantitative Trading Firm

Algorithmic trading.
Exchange Infrastructure
as a Service.

Calvera is a crypto-native quantitative trading firm. A boutique that trades delta-neutral strategies and engineers low-latency exchange infrastructure.

Markets Spot, Perps
Clients On-chain, Off-chain
Strategies Market-Making, Arbitrage
Coverage Multi-venue
The firm

We trade the markets, and we build the systems behind it. Our book runs on the same stack.

Calvera is a quantitative trading firm in crypto. We trade arbitrage and market-making strategies on proprietary capital. The same low-latency software and engineering discipline we use for trading also powers the exchange primitives we build. The same discipline around latency, correctness, and financial precision underwrites both — capital and code held to a single standard.

Trading · TON-618

Fast twitch, delta-neutral trading.

We are building a proprietary delta-neutral trading engine. It runs three families of arbitrage on the same production code, holding offsetting positions across venues so that P&L comes from structure: spreads, funding, and basis.

  • 01

    Funding-rate arbitrage

    Capture perpetual funding by holding the perp against an offsetting spot or dated position — collecting the carry while staying flat on delta.

  • 02

    Basis & cross-venue spread

    Trade the gap between spot, futures, and the same instrument priced differently across exchanges, converging as the spread mean-reverts.

  • 03

    Deterministic execution

    We run algos with stable tail latency and low jitter on a reproducible architecture

  • 04

    Layered risk

    Defense-in-depth risk framework with pre-trade checks, live margin monitoring, circuit breakers, and a hard kill switch. Continuous across every venue the book touches.

  • 05

    Low latency

    We derive edge from the speed in which the engine takes decisions and executes on them.

Binance
SOL / USDC
feed
PriceSizeTotal
142.85 0.02
Idle
Bybit
SOL / USDC
feed
PriceSizeTotal
142.86 0.03
+4.2 bps
Buy BN · Sell BY
~12.4 SOL
The Practice · Ergosphere

Exchange infra, built to your spec.

We design and deliver the performance-critical core of trading primitives. From the matching engine outward to a ZK settlement layer, built by a team of low-level systems engineers.

Custom limit order books

Price-time-priority CLOBs tuned to your instrument set, tick structure, and throughput ceiling — deterministic under load.

CLOB · price-time priority

Order matching engines

Low-latency matching cores with predictable tail behavior, deterministic replay, and clean audit trails from message to fill.

Matching · deterministic replay

Order management systems

OMS with lifecycle tracking, risk gates, and failure feedback — fire-and-forget flow with duplicate prevention built in.

OMS · lifecycle & risk gates

ZK on-chain settlement

Scalable settlement layers using zero-knowledge rollups — on-chain-grade integrity at off-chain throughput, with verifiable state.

ZK rollup · verifiable settlement
How we build

One standard, applied to capital and code.

/ 01

Correctness is non-negotiable

Backtests and simulations run the same production code, so what we test is what we run.

/ 02

The critical path stays clean

Hot-path computation never blocks on the network. A lock-free core and a cold path for everything else keep latency bounded and predictable.

/ 03

We trade what we build

The teams building exchange infrastructure and the teams running our trading share tooling and standards. Neither ships something the other wouldn't stake capital on.

Read the Quant Cookbook — the engineering principles behind our systems

Get in touch

Build with us.

We partner with venues that need exchange infrastructure engineered to their specification, and we're always talking to exceptional engineers and traders. Tell us which conversation to start.