Execution Solutions & Analytics

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, 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.

 CLOSE - Block Analytic
analytics dashboard

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
visualization dashboard

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
Custom Tailored Solutions & Actionable Advice

Tools, Portals & Apps

tools portals apps

SORT: 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.
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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.

IMBALANCE TRACKER: This analytic features a sortable display of auction imbalances (starting at 2:00 pm) before the NYSE published imbalance feed begins at 3:50 pm, via web interface and API options. Learn more here.
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ALTERYX BLOOMBERG CONNECTOR: This tool lets users download Bloomberg data directly to this advanced analytics software platform. See labrosenblatt.com for more detail.
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Delivering Results, Not Checked Boxes

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
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