Market Structure Matters.™

Haim Bodek Consulting℠, a service of Decimus Capital Markets, LLC

We help our clients navigate the inherent complexity of automated trading, providing expert services and solutions tailored for electronic equities and equity derivatives markets. Our core competencies include algorithmic execution, quantitative strategy, systematic trading, systems architecture, risk management, and compliance.

We are passionate about electronic markets and market structure and provide a unique value proposition for financial institutions that demand best-in-breed technical competency, and domain knowledge of electronic liquidity sourcing and provisioning functions.

Tactical 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

Strategy Automation

  • Database system architecture for backtesting
  • Audit and optimization of statistical trading models
  • Data filtering/prepration processes
  • For More Information:

    To discuss how Haim Bodek Consulting℠ can help your financial institution leverage our expert domain knowledge and human capital, please use our contact form.