Optimize the performance of your execution systems and algorithms to gain a competitive advantage and attract and retain clients.
Facing a dynamic, competitive environment
Sell-side institutions face a highly competitive marketplace that is being constantly reshaped by client demands, technology and regulatory requirements.
Competition among sell-side firms is fierce, and technology that powers trading performance continues to evolve at breakneck speed.
A key challenge for sell-side firms is proving the value of their algos over another firm.
From the new US SEC changes to Rule 606 to MiFID II, regulatory compliance is a big impediment to the sell-side.
Retaining order flow
In a recent survey, 27% of firms said that staying on the broker wheel is their biggest challenge.
Explore extreme market events
Optimise your algos to run in environments that rarely occur, such as in flash crashes.
Create scenarios with no historical precedent
Calibrate and optimize against historical data, then tweak underlying parameters to produce novel data.
Accurately model market impact
Run the same simulation thousands of time with or without an order to quantify the likely impact of a trade.
Create more robust algorithms
Test algos in a wide range of environments and improve benchmark performance with highly optimized algos.
Chief Executive Officer at Barclays Bank