Quantitative Brokers’ CEO Christian Hauff is featured in Bloomberg’s World’s Safest Market Becomes a Magnet for Big Investors.
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 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 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 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 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 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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