08 - 10 September, 2020
Beurs van Berlage, Amsterdam
Jump Liquidity was created by Jump Trading, one of the world’s most prominent proprietary trading firms, to provide bespoke trading services to counterparties across multiple asset classes. Jump fosters a culture of intellectual curiosity and learning, attracting a diversity of personnel, with backgrounds in trading and technology, alongside top PhD programs and research labs. Our traders maintain the highest standards that have garnered trust and leadership in the quantitative trading environment.
Jump Liquidity utilizes deep quantitative research to provide alpha driven pricing, delivered through best in class trading infrastructure. Jump has always, and continues to believe, that markets operate at their most efficient when liquidity is centralized in a Central Limit Order Book (CLOB). However, as the trading landscape continues to shift away from CLOBs, Jump Liquidity was created to enhance access to liquidity across any forum on a disclosed and customizable basis. They draw upon the firm’s experience as significant contributors to the orderly trading of a variety of asset classes worldwide, including fixed income, equities, futures, commodities, currencies, and digital assets. Jump operates in a highly-regulated environment, with business overseen by the CFTC, and SEC, and FCA among others providing liquidity on over 100 venues. They offer bespoke pricing solutions to suit a full spectrum of market participants from Tier 1 banks to a full spectrum of the buyside community. Their strategies are able to provide minimal market impact, best in class technology with timely pricing updates and efficient hedging across multiple asset classes, tied into a single API.