// Financial software & trading infrastructure
Terank Technologies AG is a Swiss financial software service provider specialising in high-frequency trading and market making — predominantly in digital asset markets. We build the systems, signals and execution layers that keep order books efficient.
We provide continuous, two-sided liquidity on centralised and decentralised venues. Our strategies operate at nanosecond granularity, balancing inventory risk with aggressive quoting to keep spreads tight and fills predictable for our counterparts.
Every nanosecond is squeezed out of our production stack: a Rust-based codebase running on bare-metal server hardware, with kernel-bypass networking and the latest in low-level systems tooling — no virtualisation, no hypervisors, no wasted cycles between the wire and the book.
Beyond market making, we design and operate bespoke trading infrastructure for a small set of partners — from feed normalisation and colocation to risk engines and post-trade analytics.
Our team has spent decades at the intersection of quantitative research and systems engineering — building trading platforms in traditional equities, futures and FX before moving, more than eight years ago, to digital assets full-time.
Leadership brings doctoral-level research experience — including a PhD in mathematics from ETH Zürich — and we maintain active collaborations with universities and academic research groups on state-of-the-art AI methods, including transformer architectures and other deep-learning approaches applied to market microstructure and signal generation.
We operate privately and deliberately keep a small footprint.