Optimize Multi-Leg Trades

Algorithm Benchmarks

Arrival Price (AP) - Midpoint of best bid / offer spread at start time

Target Price (TP) - User defined

 
newsletter images  landing page elements (3).png

Trade Any Number of Legs

One execution, with as many legs as you need. The possibilities are endless with Legger: trade any number of legs, customize your leg ratios, target synthetic price levels, preview the implied market, and manage leg risk tolerance - all at the same time. Legger also supports basis trading. Leveraging QB’s Cash Treasury support.

Manage Legging Risk

Synthetic spread trading involves simultaneously buying and selling contracts while managing risk and exposure. Trading complex structures across multiple asset classes, exchanges, and timezones can be challenging and time-consuming. Legger uses quantitative techniques to intelligently manage legging risk for you.

Optimize Your Strategy

QB’s Algo Suite covers a wide range of execution strategies and is highly customizable. Our role is to accommodate your strategy, complement your existing workflow, and make the best execution come to you.

 
 
 

QB’s focus is minimizing implicit trading costs while utilizing data and analytics to provide complete transparency

Our approach is precise, grounded in data-driven research with an ethos of curiosity, creativity and hard work

QB guarantees complete transparency and neutrality for clients

 
 
 
 
 

Learn More About
Algorithmic Execution with QB