Rosenblatt Securities’ Visual Analytics group provides bespoke consulting and solutions to some of the largest and most sophisticated institutional investors globally. With a four-year lead in cloud computing data storage, grid-level computing and an analytics stack that was initially driven by the needs of our own trading desk, we provide real-time or historical alpha capture, execution consultation and trading analytics-as-a-service solutions for our clients, and deliver results via a number of secure methods that are simple, yet rich and often interactive. Our team consists of the best and brightest experienced practitioners in the world including quantitative PMs and traders, IIT-trained computer scientists, an MIT-trained optimization expert and a visualization expert who is honored with the designation of Tableau Zen Master (1 of 13 worldwide). Our capabilities are complemented by a deep understanding of market structure, which has become essential for analyzing routing decisions and execution outcomes in today’s complex markets.
Article Link to “TCA : LEARNING FROM THE FLASH-CRASH” by Scott Burrill & Xiang Li