Jeff Alexander Email and Phone Number

Babelfish helps traders, portfolio managers, and CIOs understand and optimize their trading processes. All clients have seen a reduction in shortfall of at least 50% and our largest client has seen an 80% improvement over five years.Today's markets are complex. Approximately 95%+ of all US equities are executed by machine across dozens of exchanges, dark pools, and internalizing brokers. To provide quality execution, brokers need to monitor data and executions by the microsecond. How brokers choose venues, sequencing, and the way they interact with trading venues is critical to the success of their clients’ execution experience.Babelfish Analytics measures not just equity execution but execution routing, allowing money managers to analyze their routing process, methodology, order types, fees, latencies, success rates, leakage, and execution quality of their US equity trading.Babelfish consumes data from every broker that provides algorithms, cash, and program trading to their customers. We combine this data with OMS/EMS and other data sources to perform a comprehensive review of client trading strategies as well as disseminating industry relevant research. Babelfish was the first firm to identify the retail trend in 2020 and to provide a comprehensive alternative to traditional execution strategies.The tools to do detailed forensic analysis did not exist, so we build and maintain our proprietary systems, research environment, and models. This results in a highly optimized and effective process unmatched in the industry. We process more data in a day than most providers process in a month.Babelfish has been quoted in The Wall Street Journal,, New York Times, NBC as well as interviewed on CNBC.

Working with mutual funds and hedge funds to help them better understand venue toxicity and the routing effectiveness of their execution partners through consulting based on standardized data collection and metrics. Our unconflicted and transparent framework allows investors to work more closely with their brokers in testing different routing strategies to improve their execution experience. This standardized approach allows brokers to work productively with their clients rather than responding to multiple ad-hoc requests. Advisory board consists of buy side, sell side, venue, and academic representatives to ensure a balanced approach.Please contact us if you would like to know more or be a partner.

Hired to create and co-manage the Implementation Consulting business, which is a specialized team focused on providing highly customized consulting services to top-tier buy-side firms. Services are designed to help buy-side firms thoroughly investigate the implementation and execution process, including portfolio manager idea generation, internal trading desk practices, usage of broker algo/routing technology, and venue behavior. Regularly communicate with portfolio managers, CIOs, and head traders to discuss analysis results and recommendations. Perform research, create reports, and present results to head traders, CIOs and boards periodically and on an ad hoc basis. Assist in the implementation and monitoring of recommendations.Designed and continually oversee the development of “Multi Broker Web Bench”, a web-based analytical tool which is the newest innovation in TCA technology which supports intuitive alpha profiling and cutting edge data modeling. Collaborate with a consortium of 20 influential buy-side innovators and the FPL execution venue subcommittee to create an industry-wide standard for collecting and analyzing venue-level sub-route data. Provide extensive education to the buy side with regard to order routing practices and venue analysis- where and how orders are routed and the costs and benefits associated with those choices. Counsel buy side firms on how to work their brokers to optimize the routing of their orders, to eliminate certain venues, and to collect and analyze the data to make sure the routing is being done correctly and that the desired results are obtained.Present ideas and research at industry conferences and participate in industry media, most recently including TraderForum, Tabb Group, The Trade, and Trader Magazine.

Responsibilities include Product Development and Client Coverage SJ Levinson has established an innovative quantitative research and trading platform. The management, research, technology and trading teams are composed of senior executives with extensive experience developing state-of-the-art quantitative trading models in service of the largest institutional investors worldwide.The quantitative analytics team provides traders at SJLS with a process for best execution management. Clients benefit from a consultative approach to performance measurement and transaction cost analysis, and continuous feedback on their trading process.The SJLS quantitative analytics team analyzes existing trading processes and creates customized trading strategies using a variety of rigorous performance measurement tools, including:• transactional cost models• risk models• alpha models• pre-trade analytics• post-trade analytics• trading algorithmsThe singular goal of our customized quantitative analytics solution is improved trading performance leading to enhanced market position.

Ran a product development team responsible for IOI (indication of interest) and TCA (transaction cost analysis platform). Team met with clients, determined what products to build, and then worked with programmers to create those products and sales /product management to roll functionality out to clients.Initiatives included an industry first indication of interest scoring and reporting system, a complete reworking of the way indications of interest work (including Bloomberg IOI integration with client OMS as well as targeted IOIs by current orders, recent orders, and holdings), and an investment process based TCA product that aligns portfolio manager and trader objectives,