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
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.
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.
ALTERYX BLOOMBERG CONNECTOR: This tool lets users download Bloomberg data directly to this advanced analytics software platform. See labrosenblatt.com for more detail.