Position Reconciliation
Continuous checks that your book matches the broker's.
Execution is where theoretical returns meet reality. Latency, partial fills, rejects, reconnects and reconciliation breaks all cost money that no backtest anticipated. This layer deserves the same rigour as the strategy.
On a position reconciliation engagement this means starting from what you already have — an idea, a spreadsheet, a running system, or a set of results that do not add up — and working from there rather than insisting on a rebuild. Where the honest answer is that the work is not worth doing, that is what you will be told.
What you get
- Broker and venue API integration with reconnect and failover handling
- Order management with an auditable trail of every state transition
- Pre-trade risk controls that reject bad orders before they leave
- Reconciliation between intended, sent and filled positions
How the work runs
Scope
A short call and a written scope: what the system must do, what data it needs, what counts as done. Fixed price where the scope allows it.
Build
Work in reviewable increments, with running code you can see rather than a status update. Assumptions are surfaced as they arise, not at the end.
Test
Independent testing against the acceptance criteria agreed in the scope, including the failure cases.
Handover
Source code, documentation and a walkthrough. You own the result and can maintain it without us.
Tell us what you are trying to build
Describe the problem and we will tell you plainly whether we can help, roughly what it would take, and what it would cost. If it is not a fit, we will say so.
Build My Execution System