Pre-trade liquidity and cost estimation, broker-neutral post-trade TCA, execution-quality scoring, and anomaly detection for slippage and latency. Built for equities and futures desks that need measurable edge and audit-ready analytics.
A full-stack analytics engine covering every phase of trade lifecycle.
Liquidity profiling, market-impact and cost estimates, scenario simulation for optimal order scheduling before execution.
Broker-neutral transaction cost analysis, execution-quality benchmarks, and actionable recommendations to systematically reduce slippage.
Real-time alerts for latency spikes, unusual fill patterns, and regime changes with configurable threshold management.
Normalized tick and order-book data, full audit trails, and role-based access controls built for compliance teams.
Equities and futures desks using structured TCA and pre-trade analytics consistently outperform those relying on intuition alone. Our platform makes this accessible without vendor lock-in.
A structured data pipeline from raw market data to actionable insight.
Connect tick data, order-book feeds, and execution reports from your OMS/EMS. Normalized into a unified schema.
AI models estimate liquidity, market impact, and optimal execution windows before orders are routed.
Real-time anomaly detection and fill-quality scoring during execution with configurable alert thresholds.
Automated TCA reports with benchmark comparisons, broker ranking, and actionable cost-reduction recommendations.
Join our 6-8 week pilot program with defined KPIs and full security compliance.