Market Structure Matters.™

Electronic Trading Strategy

We assist quantitative trading firms in navigating the inherent complexity of the modern electronic marketplace, providing expert services and solutions tailored for electronic equities, options and futures markets. Our core competencies include algorithmic execution, quantitative strategy, systematic trading, systems architecture, risk management, and compliance.

We serve some of the most sophisticated trading firms in the world, providing a critical role in assisting our clients in adapting their strategies to market structure change. Client confidentiality is of utmost importance to us. We manage our relationships with discretion and manage our staff on a need-to-know basis.

Advanced Seminars for Quantitative Trading Firms

Modern HFT: HFT Market Making Strategies, Regulation NMS & Exchange Order-Matching Engine Practices(PDF)

A comprehensive overview of the features of HFT market making strategies, regulatory arbitrage, HFT-oriented order types, order matching engine practices, and predatory and defensive execution strategies.

This packaged product includes an on-site or webinar presentation of the material and optional follow-up consulting hours to advise on the content.

Agenda: Modern HFT
DurationPresenterPrice
Half DayHaim Bodek$5,000 + travel
Full DayHaim Bodek$7,500 + travel
1 1/2 DaysHaim Bodek$10,000 + travel

For more information on the Modern HFT advanced seminar product, please use our contact form, email us at info@haimbodek.com, or call us at 203 359 2625. Inquiries are held in strict confidence.

Expert Consulting Services

Algorithmic Strategy

  • Providing expert analysis of liquidity provisioning and sourcing functionality currently in place
  • Upgrading algorithmic trading strategies through evaluation, design, modification, and compliance review
  • Enhancing execution algorithms with offensive and defensive algorithmic microstructure tactics
  • Optimizing order flow arrangements, touch rates, and enhancing internalization strategies

Quantitative Strategy

  • Integrating quantitative algorithms with electronic trading execution logic
  • Evaluating pricing and risk management algorithms for accuracy, efficiency, and stability
  • Measuring profitability and slippage attribution; conducting analysis of adverse selection bias

Systematic Trading

  • Conducting a systematic evaluation of grey-box trading models in use
  • Translating algorithmic code to diagnose trading strategies; optimizing with historical data backtests
  • Eliminating redundancy; tuning toolsets and processes with domain specific knowledge

Electronic Trading Technology

  • Advising on exchange APIs, market data feeds, market links, and order types
  • Designing colocation and proximity hosting deployments
  • Providing expert guidance for hardware selection and network architecture design
  • Conducting scalability analysis of application, messaging, and database software

Strategic Advisory Services

  • Market structure analysis and associated business impact
  • Business model strategy and competitive intelligence
  • Due diligence and intellectual property evaluation
  • Expert interviewing and restructuring assistance
  • Expert witnessing for intellectual property and regulatory issues in the algorithmic and systematic trading space

Client Types

  • Quantitative Trading Firms
  • Executing Brokers
  • Automated Market Makers
  • HFT Firms

Rates: Expert consulting rates range from $600 to $1,000 per hour depending on length of engagement and staff allocated. Please contact us for daily rates and project-based rate alternatives.

For More Information:

To discuss how we can help your financial institution leverage our expert domain knowledge and human capital, please use our contact form, email us at info@haimbodek.com, or call us at 203 359 2625. Inquiries are held in strict confidence.