The Forefront Of Execution And Data Technology
QB is research-driven and we are always at the forefront of execution and data technology. We have a devoted team of quants constantly analyzing, reviewing, and publishing research on market changes, trends, and ideologies. Our Quants offer insights in the form of whitepapers, market updates, roll forecasts and theme consultation tailored to client demand and requirements.
Our mission is clear: to revolutionize trading solutions and empower our clients to achieve optimal outcomes.
Driven by a relentless pursuit of innovation, QB Research is committed to delivering solutions that unlock the full potential of execution strategies while minimizing costs. We leverage the power of rigorous research and unmatched expertise to navigate the intricate landscape of the financial markets.
Our unwavering dedication to advancing the frontier of algorithmic execution has yielded remarkable results for our clients, translating into significant savings on transaction costs over the past decade. By seamlessly integrating cutting-edge execution analytics with state-of-the-art technology, we consistently provide exceptional service and market execution at every stage of the process.
Join us as we continue to reshape the industry, pushing boundaries and setting new standards for excellence.
“Our advances in execution analytics and technology have saved our clients hundreds of millions of dollars in transaction costs over the past decade. We will continue to be driven to advance the frontier of algorithmic execution to reduce trading costs for all clients while delivering high-quality service and market execution every step of the way.”
Dr. Robert Almgren., Chief Scientist and Co-Founder
Robert Almgren is the Chief Scientist and co-founder of Quantitative Brokers. Robert was previously a professor of mathematics at the University of Chicago, the University of Toronto, and currently teaches High-Frequency Markets at Princeton University. Prior to QB, Robert was a Managing Director and Head of Quantitative Strategies in the Electronic Trading Services group at Bank of America until 2008. He holds a Ph.D. in Applied and Computational Mathematics from Princeton University. His extensive research record in applied mathematics includes pioneering and influential work on optimal trade execution and transaction cost measurement.
Shankar Narayanan is the Head of Research at Quantitative Brokers, he has 15+ years of industry experience, including several years as a mid-to-high frequency researcher and statistical-arbitrage portfolio manager. Shankar has a Bachelor's in Chemical Engineering from the Indian Institute of Technology, a Master's in Financial Engineering from U.C. Berkeley, and a Ph.D. in Financial Economics from The City University of New York. His doctoral dissertation was on price discovery and market microstructure.
Quantbrains represents a distinguished annual gathering orchestrated by Quantitative Brokers, attracting preeminent figures in the buy-side and sell-side sectors to converge, whether in physical or virtual settings. This exclusive event serves as a platform for engaging in insightful panel discussions, disseminating thought-provoking leadership articles, and unveiling cutting-edge research and innovations in the realm of market microstructure analysis, execution strategies, and implementation shortfall studies. Embracing the ever-evolving landscape of finance, Quantbrains has recently directed its attention towards the realms of machine learning and artificial intelligence, while concurrently focusing on the optimization of fixed income trading through the strategic integration of intelligent workflow solutions.
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