Market Making
Two-sided continuous quoting on the spot pairs and selected derivatives ACTIMIS covers. Tight markets, inventory-aware sizing, hard risk limits.
We provide tight, continuous two-sided quotes on the spot pairs and selected derivatives we cover. Inventory and quote sizing are driven by the risk parameters we set per book — not by external mandates. The edge is in pricing models, execution latency and the discipline of risk limits.
What we quote
- Two-sided quoting on major spot pairs across the venues we operate on
- Selected perpetual futures where the basis and funding profile justify it
- Per-pair quote size, spread floor and inventory cap set in advance for each book
- Microstructure-aware pricing — order-book imbalance, recent flow, funding cost, realised volatility
How we run a book
Inventory targets
Each pair has a target inventory and a hard cap. Quotes skew automatically to bring positions back toward target instead of accumulating.
Risk limits
Per-book notional limits, max drawdown per session, automatic quote-off triggers on connectivity or feed anomalies.
Latency & uptime
Internal latency monitoring with alerts when quotes are stale. Quotes pulled cleanly during venue incidents rather than left exposed.
What we don't do
- We do not manage customer funds, hold inventory on behalf of clients, or run pooled vehicles.
- We do not trade with leverage outside the parameters set for each book.
- We do not quote pairs where our pricing or risk model gives us no edge.
Working with venues
If you operate a venue and would like to discuss ACTIMIS providing liquidity on specific pairs, we're happy to share volume estimates, latency profile and a list of currently-supported pairs as part of a venue onboarding conversation.
Want to discuss this in detail?
Send a short note. We'll come back from Singapore business hours, usually within one business day.