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Algorithmic TradingFor VietnameseMarkets.

Execute large orders with TWAP, VWAP, POV and Iceberg. Run strategies across multiple accounts and backtest on historical data before you risk capital.

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TWAP Even slices over time equal size, equal spacing
VWAP Slices follow the volume curve size follows volume
POV A fixed share of market volume ≈ 10% of every minute
ICEBERG Show a tip, hide the rest hidden remaindervisible tip refills as it fills
CONDITIONAL Fire when a trigger is met trigger level order sent
MULTI-ACCOUNT Split across accounts parent order Account A · 50% Account B · 30% Account C · 20%
CUSTOM ALGO Write your own strategy in code 1// pseudo-code, illustrative 3on tick: 4 if EMA(20) cross_above MA(10): 5 entry(side=BUY, qty=total_quantity) 6 if position.pnl_pct <= -3: 7 exit(reason="stop loss") 8
01 / 07 · TWAP
Child orderMarket volumeHidden quantityTriggerIllustrative
The Platform

The execution layer.

Trade through the leading Vietnamese brokerages. Data, strategies, pre-trade risk checks and order execution across multiple accounts, in one place.

HEDGE FUNDS PROP FIRMS QUANT TRADERS MARKET MAKERS BROKERAGES ALPHASTATION
Performance

Fast by design, proven before live.

Order flow is the product, so latency is designed in and every strategy is tested before it trades real money.

< 50 ms

Speed

0.010.1110100 ms50 msp50 0.06p99 0.11within budget

Internal order latency, from a client through the engine to the broker adapter. Median 0.06 ms, p99 0.11 ms.

Rust

Native, memory-safe core

RUST COREDATAfeedENGINEalgosBROKERordersbinary wire protocolfeed inorders out

Market data, brokerage connectivity and the execution engine are written in Rust: native binaries, no garbage collector, memory safe by design.

Backtest/Paper/Live

One path to production

BacktestHistorical 1-minute candles
PaperSimulated broker, no credentials
LiveReal orders through SSI

Prove a strategy on history, rehearse it on a paper account, then go live.