For Quant Traders
For Quant Traders

Execution infrastructure you did not have to build.

If you already do your own research, the least interesting part of the job is the plumbing: exchange connections, order handling, retries, reconciliation, and the monitoring around all of it.

Liquid Edge is that layer. You keep the models and the research; the platform handles routing them to venues without you maintaining it.

The problem

The alpha is the fun part. The infrastructure is most of the work.

Anyone who has run their own execution stack knows the ratio: a small amount of time on the signal, and a great deal on connectivity, error handling and the operational burden of keeping it alive.

What answers it

Liquid Edge for quant traders

Multi-venue connectivity

One connection layer across the exchanges and perp DEXes we support, instead of one integration per venue.

Signals in over webhooks

Keep your models wherever they live and send their output in as a signal to be executed.

Risk checks before routing

Exposure and sizing limits are validated on the order path, not left to the caller.

Portfolio-level control

Weight strategies against each other and cap combined exposure rather than sizing each one in isolation.

Where to start
01
Connect your venues

Add a trade-only API key per exchange, or a wallet for on-chain execution.

02
Route your signal in

Send model output over a webhook, or rebuild the logic in the Studio if you prefer it hosted.

03
Run it inside limits

Set the exposure ceilings the strategy must respect and let the engine enforce them.

The parts that matter here
Templates to start from
Liquid Edge

Ship your model without building the plumbing.

Build the rules once and let the engine hold the line, day and night.

  • Multi-venue connectivity
  • Signals in over webhooks
  • Risk checks before routing