Daikokuten is a next-generation derivatives trading platform built for systematic traders, quants, and institutions who demand speed, depth, and control.
From vanilla options to exotic structures — Daikokuten handles the full complexity of derivatives trading without compromise.
Co-located matching engine with microsecond-level order processing and deterministic execution paths.
Live delta, gamma, vega, theta, and rho across your entire portfolio. Stress scenarios updated tick-by-tick.
Pre-trade and post-trade risk limits, margin monitoring, and automated circuit breakers built into the core.
Industry-standard connectivity. Drop-in FIX 4.4/5.0 and low-latency WebSocket streaming for algo strategies.
SVI and SABR parameterised vol surfaces, skew analytics, and term structure visualisation in one view.
Construct spreads, straddles, iron condors, calendars and custom multi-leg strategies with atomic execution.
Daikokuten's terminal gives you the depth of a prime brokerage desk with an interface that gets out of your way.
Submit your trading profile and entity details. Our team reviews institutional applications within 48 hours.
Integrate via FIX, REST, or WebSocket API. Comprehensive docs and a dedicated solutions engineer from day one.
Deposit via wire or prime broker give-up. Set risk parameters, user permissions, and margin preferences.
Access live markets, backtest strategies, and execute with confidence on infrastructure built for scale.
"The latency numbers are real. We've shaved 30% off our execution slippage since moving our vol arb book here. The Greeks engine alone is worth it."
"Migrating our options market-making infrastructure was painless. The FIX connectivity just works, and the vol surface API is exactly what we needed."
"The risk controls give our compliance team confidence while keeping traders in control. Best of both worlds for a regulated shop like ours."
Join the growing roster of systematic funds and prop desks that trust Daikokuten for their derivatives flow.