Meridian has years of experience catering to high frequency and quantitative traders. As the trading environment continues to redefine itself, and with larger volumes being traded through quantitative models, we are prepared to meet the oncoming and ever changing challenges within this space. Through Meridian's extensive industry connections and with our exchange relationships, we can identify the appropriate venues to meet our client's needs in latency minimization i.e. within local infrastructure, at the server location, and co-location capabilities in data and execution route requirements. We maintain a constant and proactive approach to changes in market structure, technology (API and Co-Location) and risk management capabilities required in today's trading environment.
Meridian was one of the first NYSE Member Firms to roll-out open access for buy-side institutions to plug their proprietary algorithms directly into our NYSE floor broker hand held devices. This allows clients to leverage Meridian's point of sale parity trading advantage while being able to develop their own trading strategies.