RSI creates and executes highly customized portfolio trading strategies for hedge funds and quantitative money managers seeking to reduce their trading costs. Utilizing both electronic and manual techniques, RSI has engineered a step-by-step Portfolio Trading process that leverages technology and accesses multiple sources of liquidity to systematically achieve the best execution possible.

Individualized trading strategies

In contrast to the typical portfolio trading desk (which uses a "one-size-fits-all" submission strategy for every portfolio), our systems analyze and self-adjust to the characteristics of each list. The trading strategy each day for each portfolio is keyed to those factors (liquidity, volatility, etc.) that have the most bearing on implementation costs.

RSI Process

Our process dynamically adjusts the trading strategy for each order based on measurable, real-time factors that conventional models either ignore entirely or are incapable of quantifying. RSI customizes our execution strategy to each individual portfolio we trade. Our order execution process allows us to manage the order flow of each name in the portfolio list independently and on an ongoing basis throughout the day.

RSI is able to execute portfolios with a higher degree of precision and with low transaction costs -- a fraction of the cost of conventional means. It's simply a more cost-effective approach at RSI.