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

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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

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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

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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

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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