Access highlights, whitepapers, videos and more from our previous QuantBrains Seminar Series worldwide.
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QuantBrains: New York City, October 2023
EXPANDING THE BOUNDARIES OF INTELLIGENT EXECUTION
On October 19th 2023, in the vibrant heart of midtown New York City, we delveD into compelling topics that push the boundaries of intelligent execution. We were thrilled to present an exceptional lineup of distinguished speakers and topics.
QuantBrains: July 2021
COST ESTIMATION USING NEURAL NETWORKS. CO-HOSTED BY SGX
Estimating the cost of trading is a constant exercise that Quantitative Brokers (QB) tries to solve, and it is more challenging in the absence of order-level data. Over the past year, QB has been focused on different clustering techniques to extrapolate the cost of execution using multi-dimensional inputs such as quote size, volatility, and liquidity for cost estimation purposes.
QuantBrains: June 2021
FIXED INCOME INSIGHTS - NORDIC REGION
The COVID-19 pandemic has changed the dynamics of work, personal life, and global markets. We are now at a pivotal moment, living in rising interest rate yields, inflation, and volatile markets while dealing with the unknown timeline of a global vaccine rollout.
QuantBrains: 2020
TRADING IN 2020: MANAGING LIQUIDITY AND VOLATILITY
In today's markets, your trading strategy must be adaptive, agile and ready for any macroeconomic opportunities that may present themselves. In this webinar, we address observations around liquidity, volatility and resilient trading during the course of 2020 including the macroeconomic landscape and effective execution modeling and execution.
QuantBrains: October, 2020
TRANSACTION COST MODEL: MARKET & LIQUIDITY IMPACTS ACROSS EUROPEAN INTEREST RATE FUTURES
In this webinar, Robert Almgren, QB Co-Founder and Chief Scientist discusses transaction cost model and the effect of recent changes in market and liquidity conditions across European Futures contracts
QuantBrains: September, 2020
NEW FRONTIERS OF QB ALGORITHMS
In this webinar, Shankar Narayanan, Head of Research at Quantitative Brokers discusses the new frontiers in algorithmic trading including QB’s research on regimes, covariance in the execution of futures and the evolution of QB’s proprietary signals framework.
QuantBrains: July, 2020
OIL: FUTURES AND PHYSICAL WORLD COLLIDE
In April 2020, the world saw one of the most dominant oil benchmarks reach an unimaginable new negative price. Watch the conversation from top industry leaders from ICE, S&P Platts and Quantitative Brokers to learn more.
QuantBrains: May, 2020
TRANSACTION COST ANALYSIS FOR FUTURES TRADING
Robert Almgren, QB Co-Founder and Chief Scientist speaks about the QB Transaction Cost Model & Liquidity under the COVID-19 market environment.
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