Institutional-grade Order Execution Management System (OEMS), automated Cointegration StatArb, multi-timeframe regime classification, and Delta-Neutral yield harvesting.
A decoupled, event-driven trading infrastructure engineered for simultaneous multi-venue arbitrage, alpha generation, and automated mathematical risk containment.
Sub-millisecond direct market access with dynamic TWAP, POV, and Iceberg execution algorithms for perpetual swaps.
Continuous Johansen cointegration tests and real-time Z-score mean-reversion scanner across the top 50 liquid pairs.
Adaptive Hidden Markov Models (HMM) classifying volatility, momentum, and trend regimes across 1m, 15m, 1h, and 4h.
Microstructure depth analysis tracking Order Book Imbalance (OBI), micro-spread bps, and toxic flow protection.
Non-custodial smart routing for physical crypto holdings, automated DCA rebalancing, and wallet reconciliation.
Black-Scholes & SABR volatility surface hedger maintaining delta-neutrality across spot and options derivatives.
Automated Spot vs. Perpetual funding rate arbitrage capturing positive carry APR with zero directional exposure.
Deep learning market stress monitor and anomaly detector enforcing capital allocation limits before order dispatch.
Dynamic position sizing via fractional Kelly criterion, Value-at-Risk (VaR), and cryptographic execution ledger.
Connect to DMNE-Quant via high-throughput WebSocket feeds, REST APIs, or zero-copy IPC bridges in Python and Rust.
from dmne_quant import InstitutionalClient, KellySizer
# 1. Initialize Institutional Gateway
client = InstitutionalClient(
api_key="DMNE_SEC_AUTH_KEY",
venue="bybit_v5_unified",
risk_mode="institutional_strict"
)
# 2. Compute Fractional Kelly Sizing & Dispatch
optimal_size = KellySizer.compute(symbol="SOLUSDT", p_win=0.68, b_ratio=1.85)
order = client.desks[1].submit_twap(
symbol="SOLUSDT",
side="BUY",
qty=optimal_size,
duration_sec=60
)
print(f"[DMNE] Order Filled: {order.exec_id} | Slippage: 0.00 bps")Onboard your fund, family office, or systematic trading desk to the DMNE-Quant Institutional infrastructure.