An edge that survives research can still be lost between the signal and the fill. We design and build the systems that place orders, measure what each order cost and adjust the way orders are worked when costs rise.
What the work covers
- Spread prediction and execution cost optimisation from tick and order book data
- Order aggregation and low-latency execution
- Low-latency trading infrastructure optimisation
- Automated slippage and transaction cost monitoring
- Adverse selection control, so liquidity providers and central counterparties do not flag the flow as hostile
To discuss a project, write to our contact address.