Our team of world-class data scientists and visualization experts, led by a former buy-side head trader and veteran quant, offers bespoke next-generation TCA tools that improve the implementation process.While we do offer products such as a suite of advanced pre-trade and predictive analytics (including an informed liquidity indicator), a closing imbalance tracker and an Alteryx-Bloomberg connector, our hallmark is providing actionable insights and solutions that are custom-tailored to clients’ needs. Crunching reams of data to perform post-trade venue analysis and identifying ways to better align and integrate the investment process of PMs with the trading process in order to minimize slippage are core strengths.
Market Notes – Scott Burrill Imbalance Tracker CLOSE - Block AnalyticSORT: Streamlined Order Routing Transparency tool aggregates, simplifies and analyzes new broker routing reports under SEC amendments to Rule 606. Inquire at SORT@rblt.com. Learn more here.
CLOSE: Closing Liquidity Opportunity Size Estimator provides buy-side traders with a visualization of potential resting liquidity surrounding the NYSE Closing Auction price when the desire for size outweighs a few ticks of price sensitivity. Inquire at tradeNYSE@rblt.com. Learn more here.
IMBALANCE TRACKER: This analytic features a sortable display of buy-sell imbalances in advance of the daily closing auction, including the early look before published imbalances begin, and an API feed. Learn more here.
ALTERYX BLOOMBERG CONNECTOR: This tool lets users download Bloomberg data directly to this advanced analytics software platform. See labrosenblatt.com for more detail.
"SPINACH" INFORMED-LIQUIDITY INDICATOR: Spinach is guided by academic research on the probability of informed trading and enhanced by other factors assembled over the course of decades, giving institutional traders an edge in their trade scheduling decisions.