A 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.
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Funds that do not have their own trading algos may outsource the job to banks or specialist firms like Quantitative Brokers.
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“Striker 2.0” Adds Price Discovery, Synthetic Target Price to Arrival Price Algo for Options on Futures Trade Execution - A Completely Different Kind of Algo
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QB’s Algo Suite for futures market trade execution will be co-located at HKEX to initially support derivatives on indexes that track the largest companies of the Hong Kong stock market.
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Quantitative 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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