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.