Unique Aurora LLC

Quantitative Trading

Advanced Mathematical Modeling | High-Frequency Trading Systems

Leveraging diverse mathematical insights - including dynamical systems, stochastic processes, point process theory, and computational methods - to develop state-of-the-art quantitative trading strategies for global financial markets.

About Unique Aurora LLC

Our Mission

Founded by Xiong Yu, a NYU Mathematics PhD graduate with expertise spanning dynamical systems, symbolic dynamics, and stochastic processes, Unique Aurora LLC specializes in developing sophisticated quantitative trading strategies using advanced mathematical models and high-performance computing technologies.

With a strong academic background and industry experience, our team combines rigorous mathematical research with cutting-edge technology to create trading systems that deliver consistent performance. We leverage diverse mathematical approaches - including point process theory, stochastic optimal control, and machine learning - to model market behaviors with unprecedented precision.

Location

New York, USA

Core Philosophy

Mathematical rigor + technological excellence = consistent performance

Advanced Modeling & Technology

Hawkes Process Modeling

Specialized Hawkes process modeling for order book (LOB) dynamics and market event prediction, leveraging our expertise in point process theory and dynamical systems.

Low Latency Execution

High-performance Rust implementation for ultra-low latency trading execution systems, optimized for nanosecond-level response times in high-frequency environments.

Risk Management

Real-time risk monitoring and sophisticated portfolio management systems, built on stochastic control theory and dynamical systems principles.

Machine Learning

AI-driven market prediction models and adaptive trading strategies, combining symbolic dynamics with modern deep learning architectures.

Core Capabilities

High-Frequency Signals

Advanced algorithms for real-time market signal extraction and analysis, focusing on order flow imbalance and micro-price discovery in LOB structures.

Quantitative Models

Integrated mathematical models combining point process theory, stochastic optimal control, and machine learning techniques for market prediction and strategy development.

API Solutions

Robust infrastructure for signal delivery and strategy execution integration, designed for seamless integration with institutional trading platforms.

API Access Coming Soon

We are developing an API platform to provide access to our quantitative signals and strategy frameworks. Our API will offer institutional clients direct access to our Hawkes process-based market signals, LOB analytics, and adaptive trading strategy modules. Email us to learn more.