We make markets in exchange-traded fixed income, equities and commodities products, providing liquidity to major exchanges in Europe, Asia Pacific and the Americas.
Our trading is anchored by high frequency methodologies, seasoned proprietary strategies, and
robust market making capabilities. This combination allows us to efficiently navigate global markets and consistently provide liquidity to a diverse range of financial users.
Our sophisticated systems allow us to trade many instruments per second in highly liquid products.
All of our skills combine to allow us to provide liquidity to institutional and retail users of listed financial products.
Decades of experience in discretionary trading and risk management helps us profitably increase efficiency in global markets.
Trade execution is meticulously optimised, leveraging our technology and market knowledge to provide best in class execution across diverse trading environments.
Quant Research at Mako blends deep data analysis with financial insights which ensures that our trading strategies are not only data-informed but also agile enough to adapt to the ever-changing market dynamics.
A suite of algorithms designed through a combination of in-depth, cross-market knowledge and a rigorous mathematical approach.
Advanced volatility pricing models provide precision when assessing option values amidst market fluctuations. Our expertise in this area allows us to consistently position ourselves optimally in the marketplace.
A dedicated team of analysts, integrated with the trading floor, delves deep into fundamental research, providing invaluable insights into market dynamics and opportunities.
Our extensive experience managing our risk of positions acquired across the full volatility surface gives us the confidence to provide reliable and continuous liquidity, facilitating customer orders of all sizes throughout all market cycles.