EXECUTION SOLUTIONS & ANALYTICS

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

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

CLOSE (just launched): 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.

IMBALANCE TRACKER: sortable display of buy-sell imbalances in advance of the daily closing auction, including the early look before published imbalances begin
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ALTERYX BLOOMBERG CONNECTOR: lets users download Bloomberg data directly to this advanced analytics software platform (see labrosenblatt.com for more detail)
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"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