Quantitative trading firm scaling low-latency systems and alpha research
Atto Trading is a 15-year-old quantitative trading firm built around high-performance engineering, market microstructure research, and systematic strategy development. The tech stack—C++, Python, FPGA, GPU (CUDA), RDMA, InfiniBand, and distributed compute (Kubernetes, Slurm)—reflects a firm optimizing for sub-microsecond latency and compute-intensive modeling. Active hiring across engineering, data, and ops, combined with projects centered on low-latency trading systems, data lakes, and event-driven architectures, shows Atto is mid-scale-up: still lean (11–50 people) but growing infrastructure and automation to support expanding market deployments.
Atto Trading operates as a technology-driven quantitative and high-frequency trading firm. Founded in 2010 and based in South Miami, the firm specializes in algorithmic trading, market making, and systematic alpha research. The organization blends deep expertise in market microstructure, non-linear modeling, and high-performance systems engineering. Teams collaborate across engineering, quantitative research, and operations to develop and deploy trading strategies across multiple markets. The company is privately held and hiring across engineering, data science, and support functions in the United States, Portugal, and Ukraine.
C++, Python, FPGA, NVIDIA GPU (CUDA), InfiniBand, RDMA for low-latency networking, Kubernetes for orchestration, Slurm for HPC job scheduling, and distributed storage (Lustre, Ceph, GPFS). Recently adopting FPGA technology to further optimize latency-sensitive trading systems.
Core projects include optimizing low-latency trading systems, designing a comprehensive data lake, modernizing the trading and research platform, deploying event-driven architectures for real-time market data, expanding HPC infrastructure, and automating trading support workflows and deployment monitoring.
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