Market‑Making Strategy R&D
Reinforcement‑learning and neural‑network market‑making models for futures and crypto. From simulator prototype to live capital. Resilient under regulatory change — competitors recalibrate; ours hold.
Dubai · UAE · est. 2026
Kenkobo Development is a research and infrastructure boutique. We design market-making strategies, high-fidelity simulators, and real-time data systems for desks that compete on microseconds and decimals.
Get in touch →What we do
Five practice areas. Each one shipped to production at institutional scale.
Reinforcement‑learning and neural‑network market‑making models for futures and crypto. From simulator prototype to live capital. Resilient under regulatory change — competitors recalibrate; ours hold.
We reconstruct order‑level state between commercial 500 ms snapshots by modelling the feasible solution space. The result: backtests whose PnL closely tracks live deployment, instead of diverging on contact.
Market‑making and mid‑frequency strategies for centralised crypto exchanges. Binance‑class connectivity, RL controllers, mid‑term price forecasting. Sim and live, end‑to‑end.
Online feature aggregation over Real‑Time MapReduce. Low‑latency feature stores, click‑stream pipelines, ranking infrastructure tested at internet‑search scale. Sub‑second freshness, predictable cost.
Order‑book studies, capacity modelling, slippage attribution across venues. We've run live strategies at up to 40 % of market volume on individual instruments — we know where the ceiling is and how to find it.
Code and architecture review, performance audits, technical due diligence. Quant‑engineer assessment for hiring committees. We've authored olympiad problems — we know how to test for genuine algorithmic depth.
In production
Selected outcomes from our principals' work — across prior roles at tier‑one quant funds and a major search engine, and from Kenkobo engagements since.
The team
Behind Kenkobo is a small team with credentials from the highest tiers of mathematics, competitive programming, and live quantitative trading. We bring olympiad‑grade algorithmic intuition and a decade of buy‑side experience to every engagement.
Jury members and problem authors for mathematics olympiads. Authors of competitive programming contests.
Get in touch
For engagements, partnerships, or to discuss a quant problem you'd like a second opinion on — we read everything.