Writer, Trades Reconstructed | Capital Markets Regulations | Trade Surveillance | Market Manipulation
I write at Trades Reconstructed, taking the trade lifecycle apart to examine surveillance, market structure, and regulation across US and European markets, evidence-based and unaligned.
For the last eight years, I have engaged as a consultant, working on market surveillance, Consolidated Audit Trail, Trade Surveillance, Market Manipulation, and Trade Reporting (Rule 605/606, Best Execution). I analyze and write on the impact of regulatory changes, working with functional experts to author implications of specification changes for clients. For each change I have documented functional logic, analyzed how fields map to event types and the linkages that keep an event trace intact, so the system stays explainable and auditable.
My thought papers can be read at https://tradesreconstructed.com