Proprietary Trading Firm

Cinder Hollow

Deploying quantitative strategies across global electronic markets to provide continuous liquidity and tighter spreads.

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0/7 Market Coverage
<0ms Execution Latency
0+ Trading Venues
0% Proprietary Capital

Capital-efficient liquidity
across global markets

Cinder Hollow Ltd. is a proprietary trading firm specializing in high-frequency market making across global electronic markets. We deploy our own capital to provide continuous two-sided liquidity on regulated and institutional venues.

Our quantitative approach combines advanced statistical models, purpose-built low-latency infrastructure, and rigorous risk management to tighten spreads and improve price discovery across the markets we serve.

Principal Trading

We trade exclusively on our own account. No client funds, no advisory services.

Quantitative Edge

Every strategy is research-driven, rigorously backtested, and continuously refined.

Market Quality

Our activity tightens spreads and improves price discovery for all participants.

Three pillars of
market infrastructure

01

Market Making

We provide continuous two-sided liquidity across multiple venues, tightening spreads and improving market efficiency for all participants.

02

Quantitative Research

Our research team develops and refines statistical models and trading strategies using advanced mathematical and computational methods.

03

Infrastructure

We build and maintain purpose-designed low-latency systems that enable precise, reliable execution across all market conditions.

Built from scratch
for nanosecond precision

Every component of our infrastructure — from network connectivity to execution engines — is designed, tested, and optimized in-house. We don't rely on off-the-shelf trading platforms.

Co-located Infrastructure

Deployed at major exchange data centers worldwide for minimal network hops.

Custom Execution Engines

Purpose-built order management and execution systems optimized per venue.

Sub-Millisecond Pipeline

End-to-end order lifecycle measured in microseconds, not milliseconds.

Real-Time Risk Engine

Continuous position monitoring with automated circuit breakers and failover.

FPGA Acceleration

Hardware-level signal processing for latency-critical market data paths.

Redundant Architecture

Multi-site deployment with automated failover and disaster recovery.

Build systems that
move markets

We're always looking for exceptional talent in quantitative research, software engineering, and trading systems development. If you thrive on hard problems and want to build systems that operate at the intersection of finance and technology, we'd like to hear from you.

Quantitative Researcher Research

Design and implement statistical models for market making and signal generation across global electronic markets.

What you'll do
  • Develop alpha signals and market-making strategies from large-scale tick data
  • Build backtesting frameworks and performance attribution tools
  • Collaborate with the infrastructure team to bring models into production
What we look for
  • Strong background in probability, stochastic processes, or statistical learning
  • Proficiency in Python, R, or C++ for numerical work
  • PhD or equivalent research experience preferred
Infrastructure Engineer Engineering

Own the full lifecycle of our co-located trading infrastructure across multiple data center sites.

What you'll do
  • Provision and maintain bare-metal servers at exchange co-location facilities
  • Build tooling for automated deployment, capacity planning, and latency profiling
  • Run monitoring, alerting, and incident response for production trading systems
What we look for
  • Deep Linux systems knowledge — kernel tuning, networking, performance profiling
  • Experience with DPDK, SRIOV, or low-level network stacks is a strong plus
  • Comfortable with Ansible, Terraform, and infrastructure-as-code practices
Apply Now

Let's talk

Location British Virgin Islands