Time Your Rolls
Execute With Confidence
Looking for the best time to trade your futures calendar rolls? Our Roll Tracker has got you covered. With real-time data updates every 5 minutes, QB’s Roll Tracker tracks nearly 40 futures contracts across major global exchanges. This forecasting tool predicts the shift of open interest for the current roll cycle and highlights the differences from the previous cycle.
As the top provider of execution algorithms, we know that data analysis is crucial. The Roll Tracker is a valuable resource that enables you to:
Visualize Pace in Percentage Terms
Compare with Historic Roll Cycles
Visualize Open Interest
Research Tool
Best when used alongside The Roll Algorithm & QB Forecast
Basics of US Treasury Futures Roll Microstructure
QB’s Roll Tracker is the most popular data analysis tool the broader trading community uses. In this blog, we cover the basics of trading futures roll contracts. It happens quarterly and investors typically roll their positions as the contract expiration month approaches. Read more.