Hypothesize,
Execute,
and Improve
Based on rigorous quantitative research and proprietary trading strategies as the core, Kronon Labs is a quantitative trading firm that explores new areas in financial markets. We rigorously evaluate and refine our strategies through an iterative process, leveraging both successes and setbacks to optimize our trading outcomes.
Our firm cultivates an intellectually stimulating environment that empowers our quantitative researchers and traders to push the boundaries of algorithmic trading, fostering innovation and excellence in this dynamic field.
WE ARE
KRONON LABS.
We are a proprietary trading, research, and development firm with a strategic presence in South Korea, India, and Singapore. Leveraging our strong expertise in mathematics, science, technology, and product-driven insights,
we operate across global markets guided by a pragmatic philosophy: "Whatever works is the way."
Our identity is intrinsically linked to our operations.
Our impact is quantifiably demonstrated through our global trading volume, performance against benchmarks, and the diverse range of assets under management.
INNOVATION DRIVEN BY CURIOSITY, DESIGN, EXPERIMENTATION, MEASUREMENT, AND IMPROVEMENT
Bold Strategies for
Lasting Impact
Medium Frequency Trading
Our medium frequency strategies use advanced factor models and machine learning to capture alpha by exploiting market inefficiencies between high-frequency noise and low-frequency trends.
High Frequency Trading (HFT)
In HFT, we’re developing ultra-low-latency systems and algorithms to capture microscopic market movements, with a focus on robust infrastructure and advanced signal processing.
Long-Short Trading
Our multi-asset approach diversifies risk and captures relative value opportunities through long-short strategies, leveraging cross-asset factors and correlations to generate alpha with market neutrality.
Stochastic Control Problem-Based Approach
We use advanced mathematical techniques and stochastic control to optimize order execution, minimizing transaction costs and maximizing execution quality by factoring in market conditions.
Data-Driven Market Making
In addition to our model-based approach, we’re developing data-driven market-making strategies using reinforcement learning and big data to adapt to market dynamics in real-time for more flexible liquidity provision.
Systematic Options Trading Strategy
We’re creating systematic options strategies focused on statistical arbitrage, volatility trading, and Greeks-based risk management to leverage the market’s complexities with quantitative methods.
Harnessing the power of data, innovative
strategies, and market insights, we transform and redefine industries. By anticipating trends and adapting to shifts, we create lasting impact and unlock new opportunities for growth and success.
Start your incredible
career here.
Quant Researcher
(Seoul)
Backend Product Developer
(Seoul)
Backend Quant Developer
(Seoul)
Frontend Developer
(Seoul)