EXECUTION SOLUTIONS & ANALYTICS

Our team of world-class data scientists and visualization experts, led by a veteran ex-buy-side quant who has sat in both the PM and headtrader seats, 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 customer-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
we can help

how we can help you

Actionable Tools and Analytics:

  • A lot of firms can do check-the-box TCA. We strive for actionable insights and present them through bleeding edge visualization rather than simply dumping reams of data on you

FinTech Innovation

  • Sophisticated and nimble, our data scientists and developers are always looking for the latest approaches to helping institutional traders improve outcomes and assist other market participants with their TCA needs
  • A recent example is the study we completed after our selection by Reg NMS Plan Participants (all US exchanges plus FINRA) to conduct the official assessment of the “Tick Size Pilot”. Needing to efficiently process tens of billions of records to find significance among factors and working in an abbreviated timeframe, we had to employ advanced data science techniques to succeed
World-Class Quant, Tech & Visualization Talent
World-Class Quant, Tech & Visualization Talent
Custom Tailored Solutions & Actionable Advice
Custom Tailored Solutions & Actionable Advice
Delivering Results, Not Checked Boxes
Delivering Results, Not Checked Boxes
Team

leadership TEAM

Scott Burrill, CFA – MD, Partner & Head of Analytics & Technology

  • Three decades in quant trading, including positions as head trader/PM at CalPERS, EVP/head trader at pioneering quant shop Westpeak, and head of trading strategies at Russell Investment Group
  • Published author in the Journal of Trading

Manu Agarwal - MD, Technology

  • Innovative designer and skilled developer of market data/cloud infrastructure and quantitative analytics, and architect of advanced database technologies

Joe Mako - Director of Visual Analytics

  • First-ever Tableau "Zen Master"
  • One of fewer than 40 Alteryx ACE’s worldwide
Custom Tailored Solutions & Actionable Advice
Custom Tailored Solutions & Actionable Advice
World-Class Quant, Tech & Visualization Talent
World-Class Quant, Tech & Visualization Talent
Custom Tailored Solutions & Actionable Advice
Custom Tailored Solutions & Actionable Advice
Tools

TOOLS, PORTALS & APPS

IMBALANCE TRACKER: sortable display of buy-sell imbalances in advance of the daily closing auction, including the early look before published imbalances begin

ALTERYX BLOOMBERG CONNECTOR: lets users download Bloomberg data directly to this advanced analytics software platform (see labrosenblatt.com for more detail)

"SPINACH" INFORMED-LIQUIDITY INDICATOR: guided by academic research on the probability of informed trading and enhanced by other factors assembled over the course of decades, this indicator gives institutional traders an edge in their trade scheduling decisions

Delivering Results, Not Checked Boxes
Delivering Results, Not Checked Boxes
Custom Tailored Solutions & Actionable Advice
Custom Tailored Solutions & Actionable Advice
World-Class Quant, Tech & Visualization Talent
World-Class Quant, Tech & Visualization Talent
Bespoke

BESPOKE CONSULTATION

Custom-Tailored Solutions

  • Instead of delivering cookie cutter products, we work with each client to implement solutions that are integrated with and directly impact their specific investment processes and workflows