Algorithmic & Electronic Trading
Algorithmic &
Electronic Trading
Former senior executives and practitioners from leading investment banks, hedge funds, and commercial banks — specialists in algorithmic and systematic trading, electronic execution, and market microstructure.
PRACTICE AREA · EXPERT WITNESS & CONSULTING
About this practice
PRACTICE OVERVIEW
Our team brings a wealth of experience, covering 19 countries and 40 exchanges with a portfolio of over 750,000 products. They've served on the boards of prestigious institutions like the Boston Stock Exchange and the American Stock Exchange and have been active advisors on various industry committees.
They played a crucial role in developing and implementing market conduct risk management frameworks specifically for algorithmic trading systems — thorough assessments of trading platforms to identify potential risks and scorecard-based monitoring systems to improve risk evaluation consistency.
Key focus areas include high-frequency trading, internalization and dark pools, central risk books, portfolio and operational risk management, trading automation, payment for order flow, and natural language processing applied to trading documentation.
SEDA’s practitioners are engaged by law firms navigating FINRA, SEC, or FCA proceedings, as well as by trading firms seeking independent assessment of their electronic trading infrastructure. These engagements include the design and review of algorithmic trading governance frameworks, conduct risk controls, and surveillance systems. Across all mandates, SEDA’s practitioners bring consistent front-office authority, supporting clients from pre-litigation strategy through regulatory engagement and operational remediation.
WHY SEDA
Coverage of 19 countries and 40 exchanges with over 750,000 products — former heads of algorithmic trading at Goldman Sachs, Deutsche Bank, and leading hedge funds.
Board experience at the Boston Stock Exchange and American Stock Exchange — active advisors on industry committees governing electronic trading standards.
Deep expertise in market abuse, surveillance, HFT, order flow, dark pools, and NLP for trading documentation analysis.
SUB-PRACTICE AREAS
Areas of expertise
01
Algorithmic & Systematic Trading
Related: Securities & Derivatives · Risk Management
02
Market Conduct & Risk Frameworks
Related: Investigation & Regulatory Enforcement · Compliance
03
Market Microstructure & Execution
Related: Capital Markets · Securities & Derivatives
04
Equity derivatives, portfolio risk, statistical arbitrage, HFT, payment for order flow, exchanges, automated trading controls, and operational risk management across global markets.
HFT, internalization and dark pools, central risk books, best execution, exchange mechanics, order routing, and market impact analysis across cash equities, options, futures, and ETFs.
Development and implementation of market conduct risk management frameworks for algorithmic trading systems — scorecard-based assessments, monitoring systems, and remediation strategies.
Financial engineering, quantitative modelling, machine learning and AI applied to trading systems — including NLP for analyzing trading documentation and identifying risky behavior in real-time.
Quantitative Analysis & AI
Related: Risk Management · Securities & Derivatives












