Quantitative Brokers (QB), a leading provider of advanced execution algorithms and data-driven analytics for global Futures, Options, and OTC Fixed Income markets, today announced that David Kalita has been named Chief Executive Officer to lead QB’s next phase of client-driven development and expansion.
Read MoreQuantitative Brokers’ CEO Christian Hauff is featured in Bloomberg’s World’s Safest Market Becomes a Magnet for Big Investors.
Read MoreThe 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.
Read MoreQuantitative 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.
Read MoreQuantitative 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.
Read MoreJohn 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.
Read MoreQuantitative 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.
Read MoreQuantitative 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.
Read MoreQuantitative 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.
Read More“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.
Read MoreCongress 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.
Read MoreFirms that once bought the majority of bonds play a far smaller role in the US Bond market. The dealers’ retreat seen as contributing to reduced liquidity. QB’s Chief Scientist and Co-Founder, Robert Almgren, comments on this trend.
Read MoreQuantitative Brokers is featured in The Wall Street Journal today - QB provided complex 10-year US Treasury Futures data to The Wall Street Journal and reporter Sam Goldfarb, who used the data in the below story.
Read MoreTraders cautious of tipping their hands or making big ripples in thin markets have been breaking trades into smaller transactions, making it harder to determine prices, said Shankar Narayanan, head of research at Quantitative Brokers LLC, which uses algorithms to trade on behalf of hedge funds, banks and asset managers.
Read MoreQuantitative Brokers today announced that it is adding the widely traded Cboe Volatility Index (VIX®) futures contract to QB’s Liquidity Tracker open-source analytics tool.
Read MoreEffective immediately, Asset Tarabayev is promoted to Chief Product Officer, and Alina Rakhamimov is promoted to Chief Technology Officer, both of which are newly created roles at QB.
Read MoreWild swings in futures markets complicate business for those who use raw materials and filter into higher prices for consumers on energy, food, lumber and more. Traders are stepping away from the risky market, creating even more volatility.
Read MoreQuantitative Brokers launched a free online tool that allows institutional traders to track market liquidity and quote size at a level of transparency and ease never before available.
Read MoreA new paper by Quantitative Brokers’ research team, led by Shankar Narayanan has found that the average quote size of many interest rate futures are almost 70% below 3-year averages.
Read MoreFunds that do not have their own trading algos may outsource the job to banks or specialist firms like Quantitative Brokers.
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