What we do

Large language models and alternative data often dominate conversations about deep learning in trading. At high-frequency horizons, Karun Rao looks instead at the order book, where models learn from noisy, event-based market data whose structure is hard to capture by hand.

FX options remains one of the last major asset classes still organised around the traditional dealer model. For Optiver, that has meant building deep relationships in the interdealer market, where we provide banks with additional liquidity and capacity to manage risk. Those relationships remain central to our business and to the way liquidity is distributed across the market. But as the market structure evolves, we are also starting to build more direct relationships outside the interdealer market - adding another route to liquidity.

A conversation with NVIDIA on how accelerated computing is changing research and engineering in trading.

Optiver’s software engineering function was profiled by The Pragmatic Engineer, a leading technology publication on Substack.

Optiver and Northpool today announced that Optiver has agreed to acquire a majority stake in Northpool, a European energy trading firm headquartered in Leiden, the Netherlands.

Optiver is partnering with Explaining Markets, an AI competition based on research by University of Chicago Booth School of Business professors Bradford Levy and Ralph S.J. Koijen.