Engineering of market microstructures for cash and derivative markets, including the design of  orders types, market shorting and order cancellation rules, displayed and hidden liquidity, discrete and continuous market auctions, order matching priorities, in order to attract orders flows and to sustain high liquidity

Devising mechanisms to attract orders from diverse client segments and business partners, including retail traders, brokers, proprietary trading firms, hedge funds, other exchanges, ECNs and dark pools; implementing collocated trading solutions, including market simulation and algorithmic execution; designing formal mechanisms to attract liquidity providers to ensure continuous, two-sided, competitive markets in traded instruments.

Real time solutions for tracking pre-trade risks, monitoring brokers and direct market access, devising circuit breakers for containment of portfolio risks and systemic risk; design and deployment of real-time tools to detect market manipulation with market playback and scenario testing features for forensic analyses and compliance enforcement.