Research & Technology
Transaction Cost Analysis (TCA)
A TCA platform built on the Almgren-Chriss framework and extended with proprietary microstructure models. Decomposes execution costs into timing, impact, spread, and opportunity components with statistical confidence intervals. Used by compliance teams for best-execution reporting and by portfolio managers for strategy refinement.
Optimal Execution Algorithms
Execution algorithms derived from peer-reviewed research on market impact, order flow toxicity, and queue dynamics. Each algorithm ships with a published methodology paper, backtested performance statistics with proper out-of-sample validation, and real-time performance monitoring against theoretical benchmarks.
Quantitative Research Platform
A hosted research environment with curated datasets, statistical testing frameworks, and reproducibility tooling. Designed for quant researchers who want to move from hypothesis to validated result without spending weeks on data engineering. Includes built-in multiple-hypothesis correction and walk-forward validation.
UTexas Academy
Professional training programs in market microstructure, quantitative methods, and trading system design. Courses are taught by active researchers and practitioners, with curricula grounded in the latest academic literature. Available as live cohort-based programs, self-paced online courses, and custom on-site workshops.
Model Validation & Audit
Independent validation of quantitative models, trading strategies, and risk systems. Our review process mirrors academic peer review: two independent reviewers assess methodology, statistical validity, and implementation correctness. Deliverables include a detailed validation report suitable for regulators, investors, and board-level stakeholders.
Research Publications & Data
A growing library of working papers, datasets, and replication code published under open-access licenses. Topics span market microstructure, optimal execution, volatility modeling, and machine learning in finance. We believe open research accelerates progress for the entire industry.