QuantBrains Seminar Series
Available on-demand
New Frontiers of QB Algorithms
Sept 24th, 2020
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. In addition, you will learn how to efficiently connect Quantitative Broker’s algorithms to your current trading strategy.
Speakers
Robert Domanko, Head of Institutional Client Coverage for Fixed Income & Equity Derivatives, TMX Group
Robert Domanko is the Head of Institutional Client Coverage for Fixed Income & Equity Derivatives at TMX Group, with over 20 years of experience in derivatives. Robert attended McGill University in Montréal, where he began his career in Finance at Goldman Sachs. Robert relocated to New York City, where he was credited with starting Morgan Stanley's Emerging Markets Equity Derivatives Desk and later launching and successfully developing HSBC America's Equity Derivatives and Finance Sales business for institutional clients.
Shankar Narayanan, Head of Research, Quantitative Brokers
Shankar Narayanan is the Head of Research at Quantitative Brokers. Shankar has over 14 years of experience working in the buy and sell-side. Previous to QB, Shankar was a researcher and co-portfolio manager at a statistical arbitrage hedge fund in New York City. Prior to that, Shankar worked with a well-known equity proprietary and market-making firm generating short-term alpha ranging from seconds to minutes. Shankar applies his previous experience to his current work on liquidity measurement, roll-timing forecasts, and signals research using machine learning and statistical methods.
Neil Salter, Director of Sales, Quantitative Brokers
Neil Salter is a Director of Sales for Quantitative Brokers’ premiere algorithmic trading strategies and analytics. Prior to joining QB in 2019, Neil was formerly Head of North America Sales for a prestigious OEMS provider in New York City. Neil holds a wealth of experience from both the listed and OTC markets, including past positions in the top global banks on the Sell and Buy side. With this expertise, Neil has led and advised organizations across the globe including: London, Tokyo, Singapore, Hong Kong and New York.
Additional Resources
Volatility, Multidimensional Regimes and Execution Performance
TMX - Canadian Overnight Repo Rate Average (CORRA) Futures
TMX - Canadian Extended Trading Hours Highlights
TMX - GoC 5y Futures (CGF) as a Substitute for 5y Benchmark Bonds
