Execution & Microstructure
Intelligence
Optimizing alpha capture requires surgical execution. Our proprietary algorithmic execution suite leverages predictive microstructure models to accurately estimate short-term queue dynamics, limit order book (LOB) imbalances, and optimal child-order slicing. By dynamically forecasting slippage and latency decay, our smart order router minimizes market footprint and transaction costs across lit and dark liquidity pools.
Key Competencies:
- Predictive Limit Order Book (LOB) modeling to forecast short-term queue distributions.
- Smart Order Routing (SOR) across fragmentation to minimize hidden slippage and toxicity.
- Advanced mathematical modeling for borrow/locate constraints in short-selling strategies.