Quantitative Brokers Expands Cboe Collaboration, Adds VIX® To The Liquidity Tracker
QB Provides Best Execution Analytics and New Analytics to Help Track and Achieve Best Execution on VIX Futures
NEW YORK, JULY 27, 2022 -- Quantitative Brokers (QB), a leading provider of advanced institutional execution algorithms and data-driven analytics for global futures, options, and OTC fixed income markets -- today announced that it is adding the widely traded Cboe Volatility Index (VIX®) futures contract to QB’s Liquidity Tracker open-source analytics tool. Cboe is a leading provider of global market infrastructure and tradeable products, and this latest move expands QB’s support of Cboe products.
QB’s Liquidity Tracker is the only free access, real-time tool for tracking liquidity and quote size to help institutional market participants achieve best execution in nearly 30 derivatives markets worldwide. QB has supported VIX futures across its strategic algorithms and Trading Cost Analytics since 2016.
“We are pleased that Quantitative Brokers is including VIX futures in their Liquidity Tracker tool,” said Daniel Jisa, Senior Director and Head of Futures Sales at Cboe Global Markets. “As market participants globally continue to turn to VIX futures to manage risk, generate alpha and diversify their portfolios, we believe services like QB’s Liquidity Tracker provides valuable analytics and insights to help investors make more informed trading decisions.”
The VIX Index is recognized as the world’s premier gauge of US equity market volatility. Exclusively listed on Cboe Futures Exchange, VIX futures are among the world’s most actively traded futures contracts and provide market participants with a variety of opportunities to implement their view using volatility trading strategies.
Since its launch in early 2022, the Liquidity Tracker has attracted very active interest and a growing daily user base. QB Liquidity Tracker is accessible to anyone via this link: https://quantitativebrokers.com/liquiditytracker. Today’s announcement reflects Quantitative Brokers’ growing interaction with Cboe and its products.
“We are excited to expand our coverage of Cboe products. We have always aimed to serve our clients with the utmost market transparency. Adding Cboe’s VIX futures to our Liquidity Tracker and to our Analytics Suite will help our clients execute more knowledgeably and precisely,” said Robert Almgren, QB Chief Scientist and Co-Founder. “The VIX Index is extremely important in this unprecedented market environment.”
Recently QB has expanded the analytics offering to include a robust catalog of execution algorithms, all available for Cboe’s VIX futures. Traders can better understand their individual trades via trade cost analytics (TCA) or a 360-analysis of the market microstructure, available monthly.
ABOUT QUANTITATIVE BROKERS
Quantitative Brokers (QB) is a global financial technology company providing advanced algorithms, data analytics, and trading automation to clients in the futures, options, and interest rate markets. The company is built on a research-driven culture, market microstructure know-how, and algorithmic engineering expertise. QB continually develops and innovates an evolving suite of products to reduce and measure implicit trading costs for its clients. Headquartered in midtown Manhattan, QB has offices in London, Sydney, and Chennai. QB is part of the Deutsche Börse Group.
Many of the world’s largest institutional investors use QB's suite of algorithms, simulation tools, and analytics. QB’s algorithms — Bolt, Strobe, Legger, Closer, Octane, The Roll, Striker, and Prism — are uniquely engineered for both central limit order books and OTC liquidity streams while accessible via all major execution and order management systems used by the buy-side, banks, and brokerage houses.