Strategy Lab
Focuses on quantitative alpha research, strategy design, and continuous model iteration across spot and derivatives markets.
Vista Labs is a premier quantitative liquidity provider, delivering market making, execution, and risk infrastructure that projects and exchanges can truly rely on.
Systematic market making delivering tight spreads, stable depth, and continuous two-sided liquidity.
Multi-lab quantitative research driving strategy design, execution models, and continuous market adaptation.
Real-time risk monitoring ensuring capital efficiency, exposure control, and resilient liquidity performance.
Distributed global teams enabling 24/7 execution, cross-session coverage, and localized market support.
Focuses on quantitative alpha research, strategy design, and continuous model iteration across spot and derivatives markets.
Builds low-latency execution systems and order placement logic to ensure precise pricing and efficient market making.
Develops real-time risk monitoring and exposure management frameworks to maintain capital efficiency and market stability.
Designs scalable trading infrastructure connecting CEXs, DEXs, and on-chain protocols for 24/7 global liquidity operations.
Vista Labs was founded with a clear mission to build quantitative market making and liquidity infrastructure through systematic research and engineering-driven execution.
The first generation of production trading systems went live, integrating multiple exchanges with real-time execution, monitoring, and core risk controls.
Vista Labs expanded liquidity operations across additional spot and derivatives markets, strengthening order book depth and cross-market coverage.
The organization transitioned into a formal multi-lab structure, aligning Strategy, Execution, Risk, and Infrastructure Labs to enable scalable research and operational efficiency.
Vista Labs entered a mature phase, delivering institutional-grade liquidity services with refined risk frameworks, global execution coverage, and sustained capital efficiency.