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.
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 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 (QB) is featured on Greenwich Associates’ Blog about the uses of Transaction Cost Analytics (TCA) for measuring and comparing execution on U.S Cash Treasury markets.
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