Starr Quant Lab is a proprietary quantitative market-making team trading the global centralized crypto exchanges. We quote both sides of the book—tight, deep, and always on— turning microstructure into liquidity.
We operate a proprietary trading stack purpose-built for continuous two-sided quoting across top-tier centralized exchanges. Low-latency, risk-controlled, and always on-book.
Our capital, our systems, our risk. We partner with exchanges, issuers, and institutional counterparties to provide liquidity where it matters most.
Continuous two-sided quoting with adaptive spreads, inventory-aware skew, and microsecond cancel-replace. Top-of-book, by design.
Designated market-making programs for exchanges and token issuers. We bootstrap depth, tighten spreads, and keep the book healthy through regimes.
The edge lives in the hot path. Colocated order gateways, deterministic tick-to-order, and continuous cancel-replace at machine speed — every millisecond we cut is margin we keep.
Direct, colocated connectivity to the exchanges that matter. Every microsecond removed from the tape is margin recovered.
Our trading stack lives in AWS Tokyo (ap-northeast-1), co-located at the same region as the matching engines of our top-tier venues. Binance, HTX, Gate, and KuCoin sit within a single-digit millisecond of our order gateway; every other exchange is reached through dedicated peering with impact-aware path selection.
"In continuous markets, the price is a question the book asks a thousand times a second. We exist to answer— with precision, with capital, and without pause."
Whether you run an exchange, issue a token, or trade institutional size— we build liquidity programs the book respects.