Where research
meets engineering.
Founded in 2026, Arkwise is an algorithmic trading business based in Singapore. We build the technology around trading strategies and conduct research for our own proprietary trading practice.
A strategy needs
an operating system.
A trading idea becomes much more involved when it meets a real brokerage connection, a live order lifecycle, or a server restart. That is the space Arkwise works in.
Our engineering work spans QuantConnect LEAN environments, custom strategy workspaces, brokerage connectivity, and operational monitoring. We work with independent traders and professional teams to shape these pieces into a coherent workflow.
Alongside client technology work, we trade our own capital in US markets. Our research focuses on options across indexes, stocks, and futures, complemented by systematic methods and conventional equity analysis.
Clear systems.
Considered decisions.
Know what is happening.
Timestamps, explicit state, useful logs, and controls with a defined purpose. An operating view should help you make sense of the system.
Fit the environment.
Cloud or local, a workstation or a server. We agree the deployment model, dependencies, and responsibilities around the way you work.
Question the assumptions.
Research, implementation, and operations each introduce assumptions. Make them visible and revisit them against the evidence.
Choose tools
for the task.
QuantConnect LEAN is central to our trading infrastructure work. Our engineering interests also include NautilusTrader, Roboquant, brokerage adapters, OpenAlgo connectivity, and custom research and operator interfaces.
Python, FastAPI, React, Docker, Google Cloud, and Grafana appear across our development work. The technology selected for an engagement depends on its actual requirements.
These are technologies we work with or evaluate. Third-party names do not imply a partnership, certification, or endorsement.
Let’s work on what comes next.
A strategy to deploy. A workflow to improve. An operating question to solve.