Navigate Volatility with Confidence
We are in a period of uncertainty. Volatility has been in the headlines since the announcement of new trade policies early in April, bringing heightened uncertainty and challenging trading environments across major markets.
In April, we’ve seen Liquidity in key futures markets drop sharply—E-mini S&P 500s are trading at levels not seen since the 2020 COVID selloff, and quote sizes in 10-year Treasurys are nearing their lows from late 2022 and early 2023.
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Best Execution in Volatile Markets: QB’s Striker for E-mini S&P 500
As volatility spikes and liquidity fluctuates, traders need more than traditional methods—they need sophisticated, automated tools that ensure efficient execution and cost savings. This is where Quantitative Brokers’ Striker comes in. Designed to address the exact challenges posed by today’s volatile markets, Striker provides advanced features that offer superior price discovery, slippage reduction, and robust post-trade analysis.
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Cash Treasury Trading in the Age of AI
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.
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What is Market Microstructure?
Market microstructure is the study of financial markets and how they work. According to the National Bureau of Economic Research (NBER), market microstructure focuses on theoretical, empirical, and experimental research on the economics of security markets. Essentially, market microstructure helps traders and portfolio managers what makes market participants tick.
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Machines + Humans
Humans and machines have fundamentally different strengths and weaknesses in trading and decision-making. In recent months, markets have become more volatile and uncertain, and our ability to trust machines into making complex and thoughtful decisions has also become more difficult. We explore who should execute during uncertain markets, humans or machines?
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4 Reasons Why You Should Use QB’s Liquidity Tracker
QB’s new Liquidity Tracker tool is a web-based, open-source, free tool from Quantitative Brokers to the wider trading community. Launched in January 2022, the tool has already been integral to our active clients gaining useful insights into the futures markets.
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Basics of US Treasury Futures Roll Microstructure
The Treasury futures roll occurs quarterly with the March, June, September, and December delivery cycle of Treasury futures contracts. Quantitative Brokers provides clients with multiple tools to achieve the best execution during the roll, including The Roll algorithm, roll timing forecasts, and the real-time roll tracker.
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The Quant Option for Options Trading
Options on futures volumes have increased globally and follow a wide range of investment opportunities, varying from treasuries, equities, commodities and agricultural contracts. Last month we announced the re-launch of our Striker algorithm, strategically built for options on futures markets.
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For the Curious Mind, Fun and Culture - 8 of Best Podcasts in 2021
Monday marks the unofficial end of the summer season in the US, and while many of us may be taking a break to enjoy the long Labor Day weekend with family, Team QB wanted to share some of our favorite podcasts for your entertainment and/or personal growth.
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The Rise of Bitcoin Derivatives
The discussions about Bitcoin and its derivatives’ uses are still in their infancy but adoption of this new asset class is happening fast. We are happy to announce QB now supports CME’s Bitcoin and MicroBitcoin futures contracts.
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Strategic Advantage in Regime Identification
Chess is very similar to trading - a series of decisions must be made simultaneously from trade discovery, strategic timing to minimize market impact while efficiently executing, all while knowing that each decision may change market sentiment. QB’s regime identification is the next frontier of trading.
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8 Must-Read for Quants and Finance Professionals
As we get familiar with our co-workers’ bookshelves in their zoom backgrounds in 2020, we couldn’t help but ask them about their favorite reads in quantitative finance. To celebrate National Reading Day, we decide to share this list with the world.
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Time to Expect the Unexpected
2020 has been an incredible year for financial markets and for those that analyze them. The year has been littered with spectacular events, many of which were completely unprecedented. Some events reversed long-standing trends, while others accelerated them.
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QB Interns Make the Most of 2020
As the summer of 2020 comes to an end, we interviewed our interns about their experience here at QB. Hear from our summer Quant Research interns: Isaac, Qian, and Aman about their experience, suggestions and insights for those who are interested in developing a career in the world of quantitative finance.
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10 Years of Intelligent Execution
This year will be the ten-year mark since QB's first trade. We are celebrating the anniversary by sharing our journey with the hashtag #TBTQB every Thursday, stay tuned for a bit more about our story, people, innovations, and more!
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