Running medium-frequency proprietary trading and market making strategies across all key asset classes — driven by quantitative research, deep learning and disciplined risk management.
LSTM Markets is a privately held proprietary trading firm operating with our own capital. We run medium-frequency market making and proprietary trading strategies across all key asset classes — futures and options on major global exchanges including CME Group in Chicago and Eurex in Frankfurt, as well as equities, fixed income, currencies, commodities and crypto. Our strategies operate at medium frequency, with holding periods typically ranging from minutes to days, capturing pricing inefficiencies and short-term directional opportunities identified by our quantitative models. We also offer outsourced trading for qualified institutions — delivering cost-efficient execution and actionable market intelligence through our deep cross-asset reach and quality of execution.
We deploy proprietary deep learning models to continuously analyse multivariate time-series market data, generating medium-frequency price forecasts, positioning signals and actionable market colour across all key asset classes. Our models operate across equities, fixed income, currencies, commodities, derivatives and crypto simultaneously, capturing subtle cross-asset relationships that traditional approaches miss. These signals drive our own trading strategies — identifying entry and exit points at medium-frequency horizons — and are selectively shared with institutional clients to help them navigate complex and fast-moving markets.
Technology powers everything we do. We design, build and operate a full stack of proprietary trading, market data, risk management and real-time analytics platforms — purpose-built for speed, reliability and scale. Our infrastructure spans co-location facilities at CME (Chicago) with direct connectivity to Eurex (Frankfurt), ensuring low-latency execution and deterministic performance where it matters most. Continuous investment in systems engineering is central to maintaining our competitive edge.
Our founding team originates from premier investment banking institutions in London and New York, bringing decades of experience in derivatives trading, quantitative research and financial technology. Today the firm brings together top quant researchers, quant traders and software engineers based in Nassau (Bahamas) and London — combining deep domain expertise in global derivatives markets with cutting-edge machine learning research to solve the hardest problems in modern market making.
Headquartered in the British Virgin Islands with operations across major global exchanges.