QB vs. Bulge Bracket Bank Algos
This analysis covers over 2.6MM futures contracts traded in Revolution’s Mosaic Institutional
Program from April 10, 2013 to January 8, 2015. Markets included are the E-mini
S&P 500 and NASDAQ, Eurex Bund and Bobl, LIFFE Long Gilt, US 5-, 10-, and 30-year Treasury
futures, and NYMEX Heating Oil, Crude Oil, and Natural Gas contracts.
Read the whitepaper…