Differentiate on execution, ops, and research
- Agency execution Open TCA and algo wheel at institutional scale
- Middle and back office Near real-time recon built for T+0
- Research monetization Searchable catalogs with consumption analytics
- Content-led research Proprietary datasets from global unstructured sources
ForeStrat helps boutique and mid-market banks stand out with evidence-based execution, scalable operations, and research platforms clients actually use, put together within days.
Four ways ForeStrat helps banks compete
Built by principals who have run large-scale electronic trading businesses at bulge-bracket firms.
Agency electronic execution
- Open, scalable TCA for global agency flow
- Algo wheel and OMS-tied governance
Middle and back office
- Near real-time reconciliation as settlement compresses
- Agentic break resolution without linear headcount
Research monetization
- Centralized, searchable research catalogs
- Consumption analytics and AI-assisted discovery
Content-led equity research
- Global extraction from filings, web, and documents
- Proprietary datasets that differentiate coverage
TCA, algo wheel, and OMS at institutional scale
Evidence-based execution services that differentiate you from commoditized peers.
Open TCA
- Scalable TCA for agency order flow, globally
- Pre-built reports plus client self-service analytics
- Sticky evidence clients can reuse in their own workflow
Algo wheel and OMS
- Algo wheel and OMS integration for execution governance
- Workflows tuned to your brokerage and venue panel
- Built by teams who ran bulge-bracket electronic trading
Operations that scale volume without scaling headcount
Near real-time control as settlement moves toward T+0.
Near real-time reconciliation
- Streaming matching for compressed settlement cycles
- Intraday operational control, not overnight backlog
- Extends beyond trades to cash, positions, NAV, collateral
Agentic break resolution
- AI root cause on recurring break patterns
- Workflow automation that cuts time-to-resolution
- Higher volume without linear ops headcount
Turn research distribution into a measurable product
Move beyond static PDFs to a catalog clients search and you can measure.
Searchable research catalog
- Thematic, equity, event, and macro research in one place
- Natural language discovery over published content
- Client experience beyond email attachments
Utilization analytics
- Consumption visibility for research leadership
- Feedback loop on what content drives engagement
- Sticky distribution that supports execution cross-sell
Proprietary datasets from public and unstructured sources
Unique research inputs that vendor feeds alone cannot match.
Global, multilingual extraction
- Filings, websites, and corporate documents worldwide
- Coverage beyond US English-only sources
- Pedigree from platforms now inside S&P Market Intelligence
Research-ready datasets
- Structured outputs for analyst workflows and models
- Distribution-ready on DataStrat
- Differentiation versus peers on the same vendor shelf
Built by electronic trading and data platform veterans
ForeStrat principals have developed large-scale TCA, OMS, and data platforms at bulge-bracket firms. Our data extraction heritage runs from production bank systems to S&P Global Market Intelligence.
Anand Chavan
- 18+ years building data systems across fintech, hedge funds, and investment banking
- Founded Foreseer, acquired by S&P Global in 2022
- Production pipelines for Citi, Credit Suisse, UBS, Morgan Stanley, and S&P Global
Jacob Kaippallimalil
- 25+ years in electronic trading and systematic infrastructure
- Managing Director roles at Morgan Stanley, BAML, and UBS
- Scaled systematic trading platforms across 25+ PM teams at Schonfeld
Ready to differentiate your bank?
Book a walkthrough of execution, operations, and research infrastructure for boutique and mid-market banks.