What I Have Seen in the Last 5 Years

Now in our 5th year, and after 70 successful collaborations, Pallino’s consulting projects have run the gamut from pure research to nuanced low latency algorithms. Industry clients come to us to convert their vision for success into innovations and eventual implementations. We walk our clients through difficult growth stages that are barriers to entry for their competition.

Here are the top 5 most requested projects over the years.

5. Directional bias layering for market makers (Research + Execution Algo)

This concept uses ultra short-term biases for moving quote orders outward or inward for brief intervals.

4. Traditional strategies applied to crypto markets (Research)

We have converted traditional commodity and FX futures trend trading logic and also numerous market making strategies to crypto.

3. Inventory management (Research + Execution Algo)

Long-term logic for managing positions for market makers as market dynamics cause moves around theo pricing model.

2. Stacker execution algorithm (Execution Algo)

A queue-preserving stack of orders for FIFO markets that derives its midpoint from any client’s pricing model. (Read more about this and our other most requested execution algo ideas.)

1. Volatility prediction (Research)

This is the most frequent request. Each project is unique to the business needs of the client and changes if it is a wealth management entity or a proprietary trading entity. Models are generally non-stationary and based on market scenarios, conditions, and a mandate defined by the client.

Pallino: On Target