Quantitative Brokers’ CEO Christian Hauff is featured in Bloomberg’s World’s Safest Market Becomes a Magnet for Big Investors.

The US Treasury market has long been renowned for its depth and liquidity, serving as a crucial pillar of the financial system. However, recent disruptions have exposed the need for modernization and increased efficiency. In the era of artificial intelligence, cash treasury trading presents a unique opportunity to integrate new technologies, enhance trading methodologies and meet the growing demands of a rapidly evolving market. 

Quantitative Brokers announced the integration of its Striker options execution algorithm into the first third-party execution management system (EMS) application, InfoReach, Inc., a global provider of high-performance electronic trading technology for capital markets.

Quantitative Brokers announced a strategic partnership with Genesis Global, the low-code application development platform for financial markets. The collaboration will advance algo transparency, enhance trader productivity, and deliver a customized algorithm performance monitoring platform tailored to QB's clients' unique requirements.

John Lothian held a discussion with Christian Hauff and Robert Almgren, founders of Quantitative Brokers, about the history, development and future of the firm. This podcast discussion includes stories about how the firm started, the problems it was trying to solve, the technology it uses and anecdotes about use cases from customers.

Quantitative Brokers today announced Thomas Ascher will pass on the leadership to Matt O'Hara, CEO of 360 Trading Networks, Inc., the Americas division of 360T, Deutsche Boerse's foreign exchange trading venue. O'Hara assumes the role of Executive Chairman of the QB Board, in addition to his primary responsibilities at 360T.

Quantitative Brokers is featured in The Wall Street Journal. According to data from Quantitative Brokers, liquidity in the market for 10-year Treasury futures has been less than half the levels recorded before the Silicon Valley Bank collapse.

Quantitative Brokers today announced Striker algorithm for options execution in energy and commodities markets, optimizing options on futures trade execution, providing cutting-edge options modeling, seeking liquidity, enhancing trader workflow.

“Market states are different outside regular trading hours. Trading the S&P 500 Futures at night requires different parameters and values, and limit order placements need to be adjusted accordingly,” says Almgren. “Market states can vary seasonally and there are special event related states intraday, such as when economic data, like inflation or non-farm payrolls, is released”, says Head of Research, Shankar Narayanan.

Congress is locked in another debt-ceiling standoff, with the federal government potentially hitting a wall as early as this summer on its ability to borrow to cover expenses.