This special blog article is jointly written by Quantitative Brokers and Market Alpha Advisors, a market structure and FinTech advisory firm that offers subject matter expertise on the LIBOR transition. This blog was originally published on HedgeThink.
Read MoreThis blog was originally published on ETF Trends and Tabb Forum. The importance of the US Government Bond market cannot be overstated.
Read MoreQB’s clients are very interested in pre-trade transaction cost estimates, with good reason: As financial markets get more efficient and alpha…
Read MoreWe are often asked why our Transaction Cost Analysis (TCA) is primarily based in ticks (minimum price increments) as opposed to basis…
Read MoreThere has been renewed talk recently among the Democratic Presidential candidates about the long proposed Financial Transaction Tax (conveniently…
Read MoreIn the United Kingdom, today was meant to be the long anticipated “Brexit Day”. As we write, it hasn’t happened and now…
Read MoreOpen-Outcry, Pit Based Traders at the CME A few weeks ago, a comment on LinkedIn sparked plenty of debate, particularly amongst those…
Read MoreIt is noteworthy that the term “algo wheel” has been coming up a lot. It was recently part of…
Read MoreAt our 2nd Annual The Best Execution Conference last month, held in Greenwich CT, we announced the launch of two new algorithms, Octane and The Roll…
Read MoreOne of the perennial problems with measuring execution slippage is how to break it into components and attribute between the market impact of the order itself and market drift.
Read MoreAlmost one year ago we launched our Blog with an article on Artificial Intelligence (AI) at QB. We wrote how AI is manifested in our execution algorithms, such as our flagship strategy, Bolt, which is a dynamic, intelligent algorithm that can make complex decisions in real-time.
Read MoreAn important part of what QB does in delivering value for our clients, is to dig deep into the details of market microstructure.
Read MoreAs the world mourns the recent passing of the legendary physicist and cosmologist, Professor Stephen Hawking, and recall his well known book “A Brief History of Time”, we thought we would summarize one of the key items in the best execution universe. Here is a brief history of implementation shortfall.
Read MoreAs I walked out of our Fifth Avenue office last week, I heard the unmistakable sound of the Knight Rider theme tune being blasted out by some guy across the street, eager to please the passers by and tempt them into a donation. It was a blast from the past.
Read More