We engineer high-performance trading systems, execution engines, and bespoke financial infrastructure for firms and individuals who demand zero compromise.
eTowne is a specialist financial software engineering firm founded by veterans from Optiver, Amber Group, Flowdesk, and JPMorgan. We bring over 25 years of aggregate experience across quantitative trading, market microstructure, and bespoke systems development.
We understand the demands of modern trading — from nanosecond-level latency requirements to complex multi-venue execution logic — because we have operated at the sharp end of these systems ourselves. Every solution we deliver is informed by real-world production experience in high-frequency and institutional environments.
Our clients range from independent algorithmic traders to mid-sized prop desks and institutional asset managers who require custom-built infrastructure that off-the-shelf products simply cannot provide.
Our team's background
End-to-end financial software engineering, from architecture to production deployment.
Custom-engineered matching engines and order book systems built for microsecond-level performance. We develop and curate order books with bespoke parameters, depth configurations, and market data normalization tailored to your specific venue and asset requirements.
Intelligent execution agents that operate on real-time market sentiment analysis and technical indicators. Our agents support configurable strategy logic, multi-asset execution, and adaptive risk parameters — from simple signal-based automation to complex multi-leg strategies.
Multi-layered account backend systems with granular, customizable admin permission hierarchies. Designed for trading teams and fund operations that require segregated access controls, audit trails, and compliance-ready reporting across multiple trading entities.
Cross-venue and cross-asset arbitrage infrastructure with automated position management, real-time PnL tracking, and configurable spread thresholds. Engineered for speed, with built-in safeguards for inventory limits and exposure management.
Pre-trade and post-trade risk management systems including real-time exposure monitoring, configurable circuit breakers, kill-switch infrastructure, and regulatory reporting modules built to meet institutional standards.
Venue connectivity layers, API gateway development, and protocol adapters for FIX, WebSocket, REST, and proprietary exchange interfaces. We build the plumbing that connects your strategies to the market with minimal overhead.
A structured approach to delivering bespoke financial systems on time and to specification.
Deep-dive technical consultation to understand your trading workflow, latency requirements, venue connectivity, and operational constraints.
System architecture document, component specifications, and technology selection. Reviewed collaboratively with your team before any code is written.
Agile development with bi-weekly demos. Continuous integration, performance benchmarking, and incremental delivery of working components.
Production deployment, load testing, monitoring setup, and handover documentation. Optional ongoing maintenance and 24/7 support retainers.
We choose the right tool for the problem — performance-critical paths in low-level systems languages, orchestration layers in modern frameworks.
Tailored engagement models for different trading operations and scale requirements.
Bespoke tools and execution infrastructure for algorithmic traders and quantitative researchers operating independently.
Scalable systems for teams that require shared infrastructure, risk controls, and collaborative tooling.
Enterprise-grade solutions for funds, market makers, and brokerages with complex operational and compliance requirements.