Over seven years of applied research in market microstructure, stochastic calculus, and optimal control theory, the disciplines that govern how prices form and how algorithmic systems can interact with order books without distorting them.
Scalable across all markets
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The models adapt to the specific liquidity profile of each security and exchange environment. It performs with the same rigour in Europe as in Asia, and as effectively for a large-cap as for a mid-cap. Coverage scales; the underlying science does not change.
Research meets practice
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PhD-level research in quantitative finance combined with hands-on execution experience across multiple exchange environments. Theoretical precision and operational experience are not separate disciplines at DeltaBlock. It is the same team, building and running the same system.
Practitioners who built the technology. Not the other way around.
Execution
Former traders and portfolio managers from institutional buy-side and sell-side desks. Direct experience of how liquidity constraints affect real capital allocation decisions.
Research
PhD-level specialists in stochastic processes, optimal execution, and market microstructure modelling. Academic rigour applied to live market conditions.
Market Coverage
Specialists embedded in European and Asian exchange ecosystems — with on-the-ground knowledge of local market mechanics, regulatory culture, and investor behaviour.
Constraints
DeltaBlock's algorithm caps its participation in daily trading volume, capital allocation, and order book presence at strict thresholds calibrated by security type. The system is structurally prevented from becoming a dominant force in any security it serves, regardless of the size or liquidity of the issuer.
Orders are placed primarily passive, resting inside the prevailing bid-ask spread, expressing genuine willingness to trade without removing existing depth from the market. Active orders are deployed only for internal inventory rebalancing, within hard pricing limits. They respond to inventory state, not to price signals or market direction.
The algorithm maintains two-sided quoting at all times, bid and ask simultaneously, as structural evidence of market-neutral intent. Inventory skew limits prevent quoting from becoming unilaterally directional. Trading scales down automatically before market close to avoid any influence on end-of-day prices. A momentum circuit breaker pauses all activity during abnormal price movements.
Self-matching is technically impossible: DeltaBlock operates through a single trading account, making circular or wash-trade activity architecturally prevented. All quotes remain visible in the order book for a minimum guaranteed time, preventing ephemeral or manipulative quoting. Structural safeguards are in place to cancel outstanding orders if trading ratios or price movements exceed defined bounds.
All execution decisions are made autonomously on the basis of real-time, publicly available market data only. The issuer provides no trading instructions, price guidance, or non-public information. This is expressly prohibited by the Liquidity Contract. DeltaBlock bears full market risk on its own account. A qualified team member monitors live activity throughout every trading session, with the ability to intervene or halt at any time.
The audit trail is always on.
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A complete order-by-order record: every submission, modification, and cancellation, timestamped and parameter-captured at the moment of generation
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Available to compliance teams, legal advisors, and regulators at any time
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No version of DeltaBlock's activity exists that is not documented
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Human supervisor monitors live activity every hour during trading sessions
FAQs
No. These practices are illegal and structurally impossible within DeltaBlock's architecture. DeltaBlock operates under formal liquidity provision agreements filed directly with each exchange: SGX, HKEX, Euronext, and LSE. Every order we place is genuine, two-sided, and resting in the open order book. Single-account operation makes wash trades architecturally impossible. There is no artificial volume, no layering, no spoofing, and no fictitious activity. Every quote and execution is transparent, disclosed, and fully auditable by the exchange and your compliance team.
Trade events are classified and surfaced within 24 hours of execution. The platform runs on exchange data updated daily, giving your IR team a structured, current view of how your stock is trading without requiring real-time infrastructure on your end.
No. IR Nexus runs in a browser. Nothing to install, nothing to integrate. All exchange connectivity for liquidity provision is handled entirely within DeltaBlock's infrastructure. Your IT team doesn't need to be involved at any point.
No. IR Nexus and Liquidity Provision operate independently and are priced separately. Some clients use one, some use both. They're designed to complement each other, but neither depends on the other to function.
We look at your stock's spread history, intraday volume patterns, and order book depth, then compare each against your peer group on the same exchange. The output is a structured report that shows clearly where your liquidity profile is creating friction for institutional investors, and what a realistic improvement looks like. You get this before any commercial conversation starts.
A fixed monthly retainer for Liquidity Provision, and a separate subscription for IR Nexus. We don't earn commissions, capture spread, or take fees linked to your stock price. Our model is straightforward: we get paid for delivering a service, not for trading outcomes.
We currently hold active liquidity provision mandates on SGX (Singapore), HKEX (Hong Kong), Euronext (Paris, Amsterdam, Brussels, and Lisbon), and LSE (London). We are in advanced discussions to expand to additional Asian exchanges in 2026.
The mandate defines hard limits on participation rate (capped as a percentage of ADV), position size, order-to-trade ratio, and quoting behaviour. The algorithm operates passively by default, resting inside the prevailing spread, and can only place active orders for internal inventory rebalancing within tightly defined bounds. It cannot take directional positions, generate artificial volume, or influence end-of-day prices.
Spreads are so wide that institutional funds cannot justify the transaction cost to build even a small position. The stock is effectively uninvestable at scale. Continuous two-sided quoting brings spread width into an institutional range. Volume builds as participation becomes viable. Index eligibility thresholds become reachable.
Funds that like the stock cannot buy enough of it without moving price. The position size they can hold is capped by market impact, not conviction. Deeper order book depth reduces price impact per trade, so institutions can size positions meaningfully. Higher ownership concentration also supports a more stable valuation.
Peer companies trading tighter and deeper creates a persistent gap in institutional coverage and index eligibility, regardless of fundamentals. IR Nexus benchmarks your market quality against peers in real time. Liquidity provision closes the structural gap, and even marginal improvements can determine index inclusion outcomes.
Still have questions? Speak with our team.
We respond to every enquiry within one business day. No commercial pressure. Just a direct conversation about your stock and what a mandate could deliver.