An algorithm-native, multi-licensed financial services group — anchored by systematic asset management since 2019, regulated across six jurisdictions.
We build for traders and institutions in emerging markets who deserve institutional-grade execution and quantitative strategy access — without sacrificing regulatory protection. Six licensed jurisdictions. One proprietary technology stack. Zero retrofits.
Retu Global started in 2019 as Xuanwu Capital — a systematic, quant-driven asset manager, Hong Kong-licensed. The trading group came later, built on top of the same algorithmic and compliance backbone. That’s the order of operations that makes everything else possible.
Most multi-licensed brokers buy quant capability after they grow. We grew the brokerage because the quant capability was already there. Order matters — and it shows up in every line of execution code.
We’re not registered in six places to optimise for the loosest. Each entity is locally resourced — Responsible Officers, MLROs, independent risk control — and accountable to its own regulator. Compliance is infrastructure, not a flag of convenience.
Matching engine. Risk engine. KYC. Payments. Reporting. Quant strategy platform. Built since day one by a team where ~40% are engineers, quants, and algorithm researchers. No MetaTrader skin. No third-party signals. No outsourced execution.
South Asia, Southeast Asia, Africa, the Gulf — the markets where institutional-grade infrastructure is most absent. We engineered for them from the start, not after we exhausted developed markets.
Three business lines, sharing one proprietary technology backbone, one risk culture, and one regulatory commitment.
Cross-asset trading across foreign exchange, indices, equities, commodities, derivatives, and digital assets in regulated jurisdictions.
Xuanwu Capital — a quant-driven, Hong Kong-licensed asset manager since 2019. Anchored by deep capabilities across alpha, risk, and portfolio construction.
The shared backbone behind Markets and Wealth. Six licensed jurisdictions, locally resourced. Fully proprietary technology, version-controlled across the group.
Our quantitative team’s deep capabilities span alpha generation, risk modelling, and portfolio optimisation — built since 2019, version-controlled across six years of cross-asset operational data.
ALPHA · SIGNAL GENERATION
Systematic alpha across US equity options, commodities derivatives, and digital assets. Proprietary research platform — built in-house, iterated continuously since 2019. Signals are not licensed, not outsourced, not retrofitted.
SIGMA · RISK MODELLING
Real-time portfolio risk, factor exposure decomposition, drawdown monitoring, and regime-aware stress testing. Risk is a discipline that runs alongside alpha — not a check that runs after.
PI · PORTFOLIO OPTIMISATION
Multi-strategy portfolio construction with capital efficiency, regulatory, and liquidity constraints. Adaptive across market regimes. The translation layer between research and live deployment.
And it speaks the language of algorithms — locally accountable, multi-jurisdictionally licensed, and built for emerging markets from the first line of code.