Chasing the second with an edge
ExtremeHedge is a quantitative trading firm built around low-latency infrastructure and disciplined research — trading across U.S. markets, one second at a time.
Our services
Algorithmic execution
Executing the firm's own orders efficiently through automated order management systems built on predefined, tested rules.
Quantitative research
Developing and refining proprietary trading strategies through rigorous back-testing and continuous data analysis.
Technology & infrastructure
Our edge comes from a state-of-the-art, low-latency technology stack — lean, purpose-built software minimizing the delay between signal and execution at every stage.
Market data
Direct feeds, normalized and time-stamped at the source.
Strategy engine
Signal generation running on optimized, lean code paths.
Order gateway
Risk checks and routing logic tuned for minimal overhead.
Exchange
Trading servers based in Maryland, close to East Coast exchanges.
About us
We combine advanced data science, carefully engineered algorithms, and rigorous risk management to operate in the complex, fast-moving structure of modern financial markets.
Our team works at the intersection of research and engineering — every strategy is back-tested extensively, every system is built to run lean, and every second of latency is treated as a variable worth optimizing.
Contact us
Address
629 Wyndstar Circle
Westminster, MD 21158
USA