Quantitative global macro hedge fund for institutional and high-net-worth investors
Bluesky Capital is a New York-based quantitative hedge fund managing global macro strategies. The tech stack—Python, MATLAB, C++, and FIX protocol—reflects a systematic trading operation, with particular investment in low-latency infrastructure. The hiring mix (trading, research, and finance roles at mid-level and intern seniority) and active projects around strategy integration and production deployment suggest the firm is scaling systematic execution rather than client acquisition.
Bluesky Capital deploys quantitative investment strategies across global financial markets on behalf of high-net-worth individuals, family offices, and institutional investors. Founded in 2014, the firm operates a global macro program built on systematic trading rules and quantitative research. The technology footprint—Python, MATLAB, C++, and direct market connectivity via FIX and WebSocket—indicates a self-contained execution infrastructure. Current operational focus spans strategy development, production integration, and trading system reliability.
Python, MATLAB, C++, Linux, FIX protocol, WebSocket, Pandas, and REST APIs. The firm also uses Excel, HTML/CSS, and HubSpot for secondary business functions.
Yes. Seven active roles span trading (2), sales (2), research (1), finance (1), and marketing (1), with a mix of mid-level and intern positions. Hiring velocity is decelerating.
Developing and integrating systematic investment and trading strategies into production, optimizing low-latency trading technology, publishing quantitative research, and expanding trading activities.
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