Press

  • Webinar: Can Fixed-Income Transparency be Improved with Data?

    Join host Kevin McPartland of Greenwich Associates for a discussion with Quantitative Brokers, Bloomberg and AQR as they discuss the case for TCA in fixed-income markets: what it is, why you should care, and how to do it right.

    Click here

  • Bloomberg fights to keep Pimco on Treasury trading platform

    Christian Hauff, CEO and co-founder of Quantitative Brokers comments on the Cash Treasury Markets in the Financial Times.

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  • Quantitative Brokers Named Best TCA Provider in 2016 Buy-Side Technology Awards

    Quantitative Brokers (“QB”), a leading provider of agency algorithms for futures and fixed income markets, has won “Best TCA Provider to the Buy Side” in the 2016 Buy-Side Technology Awards, sponsored by Waters Technology.

    Full Blog…
    To read more about the Buy-Side Technology Awards, as well as the full list of winners, click here.

  • Futures & Options World: Data protection is key concern with new Reg AT

    Jonty Field, Head of EMEA, discusses industry response to Reg AT with Julie Albrecht for FOW.
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  • Waters Technology: Treasuries Platforms: Where Speed Is Not Their Forte

    Christian Hauff, CEO and co-founder of QB, discusses the role of agency algorithms for fixed income in this Waters Technology feature: “Treasuries Platforms: Where Speed Is Not Their Forte”.
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  • Pensions & Investments: Effort to police algorithms raising alarms

    Christian Hauff, QB CEO and co-founder, provides insight on the future of algorithms following Reg AT for Pensions & Investments.
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  • Quantitative Brokers Launches New Futures Execution Algorithm, Closer

    Quantitative Brokers has released Closer, the fifth strategy in its suite of award winning best execution trading algorithms. Closer is specifically designed to optimize execution relative to an instrument’s close or settlement price benchmark, built to service the industry’s growing need for best execution around the closing price benchmark, a challenge common to those within the asset management community.

    Read the Full Press Release…

  • The Trade: Quantitative Brokers integrates new algo with TCA platform

    Quantitative Brokers has launched a new algorithm, which it has integrated with its transaction cost analysis (TCA) platform. The algo, known as Closer, has been designed to improve trade execution in relation to settlement pricing, writes Hayley McDowell of The Trade.

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  • QB Algorithm Saves CTA $9.5M in Transaction Costs Over 3-Year Period

    QB is proud to release findings from a 34-month comparative analysis study by a CTA client, demonstrating that QB’s arrival price algorithm, Bolt, consistently outperformed the algorithms offered by three bulge bracket banks. The study outlines how Revolution Capital Management (RCM), a Denver-based CTA, tallied over $9.5 million in potential transaction cost savings, equateing to approximately 77 basis points of annual performance across RCM’s futures programs.

    Read the Full Press Release…

     

  • Buy-Side Technology: TradingScreen Adds Quantitative Brokers Algos for Fixed Income, Futures

    TradingScreen and Quantitative Brokers (QB), have formed a partnership that will allow QB algorithms to be offered on TradingScreen’s electronic trading platform, writes Dan DeFranceso for Buy-Side Technology. QB’s Bolt, Strobe and Legger algorithms will be made available to TradingScreen’s clients.

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  • Bloomberg: Hedge Fund Invasion of U.S. Treasuries Puts Bond Traders at Risk

    Christian Hauff, CEO and co-founder of Quantitative Brokers, was quoted on the transition of Wall Street traders to hedge funds in Bloomberg: “Hedge Fund Invasion of U.S. Treasuries Puts Bond Traders at Risk.”

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  • Reuters / IFR: Treasury dislocations drive market initiatives

    Christian Hauff, CEO and co-founder of Quantitative Brokers, was quoted on US Treasury market liquidity concerns in Reuters / IFR: “Treasury dislocations drive market initiatives.”

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  • Quantitative Brokers Launches Best Execution Algos for VIX Futures

    Quantitative Brokers has launched its best execution algorithmic offering on CBOE Futures Exchange (“CFE”).

    Read the Full Press Release…

    Read more from Waters Technology and CTA Intelligence…

  • Robert Almgren provides 2016 market insight

    Robert Almgren, President and Co-Founder of Quantitative Brokers, provided his insight into the trends that will shape the market this year in Wall Street Letter’s “2016 Outlook”.

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  • QB Featured in “Traders on the Move”

    Alastair Hawker’s addition to the QB team was featured in Traders Magazine as a top industry move in this week’s “TRADERS ON THE MOVE.”

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  • QB Continues to Grow, Adding Former Goldman Sachs Electronic Trading Executive

    Quantitative Brokers has added electronic trading veteran Alastair Hawker to the New York sales team. Mr. Hawker will play a key role in the Company’s futures and cash Treasury sales opportunities as it looks to capitalize on its record-breaking growth in 2015.

    Mr. Hawker’s extensive sales and electronic trading experience, will help elevate QB’s efforts to deliver best execution algorithmic solutions to the industry.

    Mr. Hawker joins QB from Goldman Sachs, where he recently oversaw the electronic futures product, sales and client coverage as Head of Futures Electronic Trading in New York. He also held various other roles within Goldman Sachs, spanning equity derivatives, electronic execution and clearing.

    Careers at QB

    We are currently hiring top talent – please visit our Careers page to learn more about our current job openings.

  • Outlook 2016: Christian Hauff, Quantitative Brokers

    Christian Hauff, CEO & co-founder of Quantitative Brokers, discusses what’s next for QB and the industry in this Markets Media feature

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  • Jonty Field Named a Rising Star of Trading and Execution

    Jonty Field, Head of EMEA, has been recognized by The Trade on their list of “40 Under 40: Rising Stars of Trading & Execution 2015″.

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  • Quantitative Brokers boosts FlexTrade integration

    Quantitative Brokers has extended its relationship with FlexTrade, the trading systems vendor, to offer its LEGGER algorithm via FlexTrade’s trading platform. According to Jonty Field, Head of EMEA, this partnership is part of a wider trend of asset managers looking to adopt algorithmic execution strategies as they expand into new asset classes.

    Read the Full Article from Futures & Options World…

  • Trade Talk: Agency Algos and You

    Jonty Field, Head of EMEA, talks about QB’s history, the unique needs of the fixed income market and the future of algorithmic execution with Trading Technologies in a guest post for their “Trade Talk” blog.

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