Algorithms

Quantitative Research, Algorithmic Development,

Data Analytics, High-Touch Service

Our algorithms provide you with automated execution in a streamlined execution flow, helping to lower your total cost of trading. Onboarding is easy; there’s no need to change the platform you’re using or how you trade today – so you can be more productive and focus on other important work.

  • Intelligent algorithms specifically engineered for futures and fixed income markets
  • No proprietary trading
  • No conflict of interest

Performance Study

Trade optimally into the close.

  • Algorithm Benchmarks:
    • Settlement Price
    • Cash Close
  • Engineered to target the daily settlement price (cash close for equities)
  • Optimized discretion for order commencement and completion using intelligent volume curves
  • Utilizes Quantitative Brokers’ proprietary volume, volatility and quote size forecasting

Learn More

Multi-leg spread trading. Use quantitative techniques to intelligently manage legging risk.

  • Algorithm Benchmarks:
    • Target Price (TP)
    • Arrival Price (AP)
  • Aims to trade within the user-defined Target Price or by the best way possible versus Arrival Price
  • Utilizes short-term signals and dynamically responds to price and liquidity changes in the market
  • Supports any number of legs
  • Available for both Futures and US Cash Treasury markets

Learn More

Trade on schedule and capture spread.

  • Algorithm Benchmarks:
    • Volume-Weighted Average Price (VWAP)
    • Time-Weighted Average Price (TWAP)
  • Aims to have a high percentage of passive fills, thereby collecting the spread with dynamic frequency
  • Utilizes Quantitative Brokers’ proprietary volume, volatility and quote size forecasting
  • Strategically utilizes ahead and behind boundaries, adjusted for instrument volatility

Learn More

Achieve best execution across wide ranging market conditions.

  • Algorithm Benchmarks:
    • Arrival Price (AP) – midpoint of best bid / offer spread at start time
    • Sweep to Fill (STF) – average price of market order if filled at start time
  • Utilizes short-term pricing signals to strike the optimum balance between passive and aggressive fills
  • Dynamically responds to price and liquidity changes in the market
  • Leverages instrument specific volume, volatility and quote size forecasts

Learn More

Achieve best execution across wide ranging market conditions.

  • Algorithm Benchmarks:
    • Arrival Price (AP) – midpoint of best bid / offer spread at start time
    • Sweep to Fill (STF) – average price of market order if filled at start time
  • Utilizes short-term pricing signals to strike the optimum balance between passive and aggressive fills
  • Dynamically responds to price and liquidity changes in the market
  • Leverages instrument specific volume, volatility and quote size forecasts

Learn More

Transaction Cost Analytics (TCA)

Extensive data, state-of-the-art visual analytics, 100% transparency on the execution story of each order

Do you know your true total cost of trading? With our award-winning TCA solution, you can quickly and easily visualize your trades and review data to get the full picture of your implicit costs (slippage), adding to the explicit costs (commissions) you already know.

  • Quantitative Brokers hides your footprint in the market, but hides nothing from you
  • Your own trade data and charts are accessible via our secure website, providing all the insight you need to understand your slippage and reduce total costs.
  • Trades are benchmarked to Arrival Price, Sweep-To-Fill, VWAP, TWAP, and Target Price for Legger trades

Learn More

Simulator

A highly realistic, real-time trading simulation environment. Free, no-risk testing

Simulator lets you take a no-risk ‘test drive’ of what it is like to execute with Quantitative Brokers.

  • Review performance and make informed decisions via TCA reports generated for each simulated order
  • Access Simulator in Quantitative Brokers’ Bloomberg app, other third party front-end systems or directly via FIX

Learn More