We provide consulting services and develop software in the field of investment banking.
We provide consulting services and develop software around trading of financial assets. We design solid technical solutions that bring exceptional business value. With our trading systems, you can be a top player in the markets.
01
Tailor-made technical solutions
We approach each client individually. From design to implementation and long-term maintenance, we help you establish a technical solution tailored to your specific needs.
02
Unique know-how
We’ve been on the market for more than 20 years, delivering robust software solutions to major international investment firms. We deliver not only technology, but also unique solution concepts, based on many years of experience and expertise.
03
High-quality services
We pride ourselves on the high quality of our services with long-term benefits for our clients. We provide systems that run your business reliably and smoothly.
Development and consulting
Trading systems
Experienced experts
Our greatest strength lies in our excellent team of software architects and developers. Luxonit was founded and is managed by Michal Frajt and Arne Degenring. Our developers work out of our locations in Brno, Frankfurt and from Home Offices.
20
+
years of experience
1 000 000
updates per second
10 000
CPU installations
We provide our clients with tailor-made and elegant software solutions.
Architecture and Implementation of Market Making Systems
Different asset classes such as Equity, Derivatives, Commodity, Fixed Income, Crypto, ETFs, CFDs
Front-Office relevant modules such as Pricing, Quoting, Execution, Risk Monitoring, Hedging, Booking
Intraday real-time risk figures
Instant processing of new transactions, market data sampling every few seconds
Split of delta, gamma, vega risk of traded instruments onto underlying stocks and assets
Flexible risk split configurations for traders
Programmatic access to risk figures from pricing/trading engines, and outside of the system
Innovative approaches to manage configurations on hundreds of thousands financial instruments
Tree structure for flexible grouping
Filtering language for complex data combinations including dynamic data such as risk positions
Inheritable configurations
Powerful APIs and Client Libraries in various platforms for Business Managed Applications, Support Tools, Test Drivers, … created in non-Java environments
Real-time streaming of large amounts of data
C# API for .NET based applications
Excel plugins
Python API
Administrative Command Shell for deployment automation
REST API
Programming Techniques for High Throughput and Low Latency
Java Garbage Collector tuning for sub-millisecond Stop-The-World pauses (Shenandoah GC)
In the most performance-critical parts, consideration of runtime details such as CPU architectures, Java Memory Model and GC details
Out-of-thin-air Safety, RRWL, SpinLocks, Unsafe, Memory Fences, Zero Garbage, …
Data distribution framework for up to 1 million updates per second, distributed to server farms of 100+ machines
Publish/subscribe model, push principle, diff updates
“All in memory” approach for minimal delays
Integration with market data vendors such as Thomson Reuters (TREP) and Bloomberg
