What makes our algorithms better?
These are not your average algorithms. They utilize powerful analytics and infrastructure built for—and only for—the interest rates market.
Strikes fast, filling your order in a flash. The market won’t see you coming, just feel your thunder.
- Immediately layers into the orderbook while opportunistically capturing liquidity
- Makes decisions based on statistical computations on when to best complete your order
- Ideal for urgent orders of one to 60 minute durations
- Aims to beat the bid-offer midpoint
- Leverages QB’s proprietary pro-rata and FIFO order placement techniques
- Uses co-integration signals from related instruments
- Available for Outrights, Spreads, & Butterflies
- Custom start-time, end-time & urgency settings
Spots opportunities to collect spread with dynamic frequency. Let the party come to you.
- Continuously readjusts resting order size and price to maximize opportunities to collect spread
- Ideal for orders that can be worked over durations of longer than one hour
- Aims to beat the time or volume weighted average price
- Leverages QB’s proprietary pro-rata and FIFO order placement techniques
- Uses co-integration signals from related instruments
- Available for Outrights, Spreads, & Butterflies
- Custom start-time and end-time
First-ever algorithm exclusively for trading Treasury rolls. Roll your orders out of the past and into the future.
- Analyzes historical and real-time market signals to determine the optimal time to roll
- Tracks Cheapest-to-Deliver sensitivities
- Aims to beat the time or volume weighted average price
- Prices intelligently to factor the low-volatility, long-queue characteristics of the pro-rata market
- Continuously readjusts resting order size and price to passively collect spread
- Dynamically sizes child orders in line with the market in order to maximize the fill ratio
How do I start trading with QB?
Getting up and running with QB’s algos is easy. All you need to do is let us know who your clearing broker is and which execution platform you would like to use to send us your orders. We take care of managing the entire setup process. For more details, watch our onboarding video or contact us to request a detailed QB Onboarding Guide.
Accessibility and Speed
Trading with Quantitative Brokers requires no software, no license, no up-front costs, and no volume commitments. Our strategies may be accessed from any order placement channels you currently use, causing no disruption to your current workflow. We support FIX 4.2, with 4.4 support for multi-leg orders.
Our production infrastructure is proximity hosted at the Equinix Datacenter in Chicago and uses the latest technology for high-frequency algorithmic development and data analytics, ensuring every millisecond is spared.
Which algorithm should I use?
At QB, we believe you need to fully understand both the analysis and technology behind our strategies to decide which algorithms work best for your trading needs. That’s why we’re more than simply an algorithmic executing broker. We encourage our clients to keep a consistent dialogue with us – including quant researchers. You should have access and transparency into our strategies, so you can be confident in the quality of your executions. We have nothing to hide. In fact, we want to share our latest research and updates with you.
Are my trades safe?
Of course. We do not engage in any proprietary trading, and we do not share your order flow information with anyone, so your trades are safe with us. We keep all transaction data stored in a long-term data storage facility, where it is accessible for a minimum of five years. We will never share unauthorized client information.