Algorithms
Analytics
SDK Infrastructure
Research
Algorithms
Analytics
Process
Effective trade execution starts with clean data. Blockhouse standardizes formats, resolves discrepancies, and normalizes inputs to ensure accuracy, optimizing every data point for analytics and execution.
Trading desks need precise insights aligned with execution goals. Blockhouse integrates pre-trade, post-trade, and compliance data into a unified framework, enhancing decision-making, returns, and adaptability.
Blockhouse uses adaptive AI to minimize slippage, reduce adverse selection, and optimize order flow for better execution in complex markets.
Blockhouse validates execution with backtesting and A/B testing, ensuring low-latency deployment and consistent results in volatile markets.
Proven Impact
People
A $50M AUM hedge fund focused on spot equities, operating out of the Midwest.
Challenge
The fund relied on outsourced TCA, which only measured mark-outs quarterly, and lacked real-time price impact analysis. This limited visibility of execution quality, causing hidden costs, and eroded returns.
Solution
Blockhouse ingested the fund’s blotter, applied real-time TCA, and analyzed $3M in notional volume over one month. We identified instruments with over 8% slippage and uncovered $30K in potential savings by optimizing execution.
Impact
With data-driven insights, the fund adjusted execution strategies, switched venues, and reduced market impact. As a result, they outperformed TWAP/VWAP benchmarks and improved execution efficiency, increasing net returns in the following month.