Algorithmic Strategy

  • Providing expert analysis of liquidity provisioning and sourcing functionality currently in place

  • Upgrading algorithmic trading strategies through evaluation, design, modification, and compliance review

  • Enhancing execution algorithms with offensive and defensive algorithmic microstructure tactics

  • Optimizing order flow arrangements, touch rates, and enhancing internalization strategies 

Quantitative Strategy

  • Integrating quantitative algorithms with electronic trading execution logic

  • Evaluating pricing and risk management algorithms for accuracy, efficiency, and stability

  • Measuring profitability and slippage attribution; conducting analysis of adverse selection bias

Systematic Trading

  • Conducting a systematic evaluation of grey-box trading models in use

  • Translating algorithmic code to diagnose trading strategies; optimizing with historical data backtests

  • Eliminating redundancy; tuning toolsets and processes with domain specific knowledge

Electronic Trading Technology

  • Advising on exchange APIs, market data feeds, market links, and order types

  • Designing colocation and proximity hosting deployments

  • Providing expert guidance for hardware selection and network architecture design

  • Conducting scalability analysis of application, messaging, and database software

Strategic Advisory Services

  • Market structure analysis and associated business impact

  • Business model strategy and competitive intelligence

  • Due diligence and intellectual property evaluation

  • Expert interviewing and restructuring assistance

  • Expert witnessing for intellectual property and regulatory issues in the algorithmic and systematic trading space

Client Types

  • Quantitative Trading Firms

  • Executing Brokers

  • Automated Market Makers

  • HFT Firms


Rates: Expert consulting rates range from $600 to $1,000 per hour depending on length of engagement and staff allocated.

Contact us for more information.