Digital markets never fully clear. We build systems that close the gap.
We study price formation at the timescales where it actually happens: sub-second quote updates, order book rebuilds, cross-venue latency windows. Our research starts from microstructure and works outward, not the other way around.
Opportunities emerge when markets disagree about fair value for brief periods. These disagreements are structural, not random. They follow from how information propagates through fragmented venue topologies and how liquidity providers reprice under uncertainty.
Our execution stack is purpose-built: direct WebSocket feeds, pre-signed order flow, colocated infrastructure where it matters. Every component is written to minimize the distance between a signal and a position change.
We validate empirically. Models run against observed fills, not theoretical mid-prices. If a strategy cannot survive realistic transaction costs and queue priority assumptions, it does not trade.
S&P constituents and related single-name flow, focused on intraday price formation and reversion dynamics.
ETFs, futures, and cross-listed instruments where basis relationships create persistent, measurable dislocations.
Spot and derivative markets across major tokens, where venue fragmentation and settlement latency widen the opportunity set.
The system is built and operated by the same small team that designs the strategies. There is no handoff between research and production.
Infrastructure is oriented around latency-sensitive networking, custom order routing, and continuous model validation against live execution data. We treat the full path from market data ingestion to order confirmation as a single optimizable surface.
Kossinna is a small, systematic trading operation. We take a long view on infrastructure and a short view on positions. The team is technical, the culture is empirical, and the focus is narrow by design.
Nuwan Ambagahawatte
BSc Physics graduate (Thompson Rivers University, 2026) and founder of Kossinna. Builds at the intersection of software, physics, and environmental science. Has shipped published iOS apps and co-authored a peer-reviewed IOP Nanotechnology paper on microplastic pollution. Works across software and data engineering, applied physics, and computational research.