Expanding the Boundaries of Intelligent Execution
We are delighted to extend our warmest invitation to Quantbrains NYC 2023! Join us on October 19th in the vibrant heart of midtown New York City as we delve into compelling topics that push the boundaries of intelligent execution. We are thrilled to present an exceptional lineup of distinguished speakers and topics. Mark your calendars and join us for an evening of profound discussions, networking opportunities, and the celebration of innovation. We look forward to welcoming you to Quantbrains, where we collectively shape the future of intelligent execution.
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. Watch the webinar to learn about our latest research using neural networks for cost estimation of products across different regimes and even exchanges.
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.
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 will address observations around liquidity, volatility and resilient trading during the course of 2020 including the macroeconomic landscape and effective execution modeling and execution.
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
New Frontiers of QB Algorithms
In this webinar, Shankar Narayanan, Head of Research at Quantitative Brokers will discuss 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.
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.
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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Algorithmic Execution with QB
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