Where machine intelligence meets the structure of global markets.
Signal Active
1010
MARKET DATA STREAM
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ORDER FLOW ANALYSIS
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LOW LATENCY EXECUTION
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STRATEGY DEPLOYED
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GLOBAL VENUES CONNECTED
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REAL-TIME SIGNALS
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AI-NATIVE INFRASTRUCTURE
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1010
MARKET DATA STREAM
·
ORDER FLOW ANALYSIS
·
LOW LATENCY EXECUTION
·
STRATEGY DEPLOYED
·
GLOBAL VENUES CONNECTED
·
REAL-TIME SIGNALS
·
AI-NATIVE INFRASTRUCTURE
·
Block #22,104,881
What we are
The binary logic of market intelligence.
1010 is a trading firm and research lab focused on developing advanced quantitative trading systems. We design and deploy fully automated, high-frequency algorithmic strategies across multiple global trading venues.
At the core of the firm is our research-driven approach. Our infrastructure, models, and execution systems are built entirely in-house, supported by a dedicated AI research lab working at the frontier of machine learning applied to market microstructure and market dynamics.
50+
Global trading venues & platforms
2,000+
Assets traded
40%+
Team with Olympiad medals in Mathematics & CS
24/7
Continuous automated execution
How we operate
01
State-of-the-Art Infrastructure
We build and operate proprietary low-latency execution systems, high-performance data pipelines, and large-scale compute environments designed to support quantitative research and automated trading across global markets.
02
Research-First Culture
1010 operates as both a trading firm and a quantitative research lab. Our teams combine expertise in machine learning, mathematics, and distributed systems to study market microstructure and develop next-generation algorithmic strategies.
03
Knowledge & Education
We continuously explore new approaches at the intersection of AI and financial markets. Through our internal research lab and collaborations with leading universities, we contribute to the advancement of quantitative science and support the next generation of researchers in machine learning, mathematics, and computational finance.
What we stand for
Our best systems start as questions. We experiment, test ideas rigorously, and turn research into systems that operate in live markets.
Markets reward those who see further and move faster. We build the infrastructure and models required for both.
Better liquidity leads to better markets. That is the direction our systems work toward.
Join us in building the next generation of trading systems.
Hiring Active
4 Open Roles
Quantitative Researcher
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Blockchain Engineer
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Low-Latency Systems Engineer
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AI / ML Researcher
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info@1010.trading
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4 Open Roles
Quantitative Researcher
·
Blockchain Engineer
·
Low-Latency Systems Engineer
·
AI / ML Researcher
·
info@1010.trading
·
4 positions
The Work
We are building a new type of research lab for trading systems: highly effective teams, rapid iteration and a deeply AI-native approach.
What makes this environment different is how closely research, engineering, and deployment sit together. There are no long gaps between insight and implementation. Strong ideas are tested quickly and pushed into real systems.
The structure is deliberately lean. Small teams with high ownership can move faster, go deeper, and build with far more precision than traditional organizations built around layers, handoffs, and slow decision-making.
The focus is not on process for its own sake. It is on clarity of thought, technical excellence, and building systems that perform under real market conditions.
This is a firm designed for a new way of working: faster, more adaptive, and more integrated than traditional research or trading organizations.
What we look for
Exceptional depth in a narrow area. Sharp thinking, strong technical instincts, and the ability to understand complex problems quickly. People who bring forward new ideas, test them in practice, refine them, and push ideas all the way to real outcomes. Curiosity, initiative, and a bias toward execution matter far more than perfect plans.
Depth, speed, and the ability to turn ideas into reality are the signals we recognize.
Open Roles
01
Quantitative Researcher
+
Own the full pipeline from hypothesis to live strategy. You will work with large-scale on-chain and off-chain datasets, design statistical and ML models grounded in market microstructure, and bring research into production in close collaboration with engineering.
We look for
Exceptional mathematical and statistical foundations, experience with quantitative modelling or machine learning, the ability to move from first principles to a deployed system.
Build and own the on-chain execution layer — smart contract integrations, RPC architecture, mempool analysis, and protocol-level tooling. You are writing the code that interacts with live capital, block by block, in real time.
We look for
Deep EVM expertise, experience with high-throughput on-chain data infrastructure, comfort at the protocol level. Prior work in DeFi infrastructure, MEV research, or on-chain execution systems is a strong signal.
Design and own the infrastructure connecting research to execution — order management, position systems, internal data pipelines, and performance tooling. Every microsecond you eliminate has direct P&L consequence.
We look for
Mastery of high-performance systems in C++, Rust; experience designing latency-critical architectures; OS and network-level performance knowledge. Prior work in HFT infrastructure or high-throughput distributed systems is preferred.
Work at the intersection of the AI lab and production trading. You will design, train, and deploy machine learning models that operate directly in live execution environments — from signal generation to real-time inference under latency constraints.
We look for
Strong ML foundations with production deployment experience, comfort with the constraints of real-time inference, and ideally some exposure to financial time series, reinforcement learning, or applied research in competitive environments.