Schedule-based Algo with a twist.
Algorithm Benchmarks
Volume-Weighted Average Price (VWAP)
Time-Weighted Average Price (TWAP)
Intelligence On Time
Traditional TWAP or VWAP algorithms are highly traceable and robotic. Strobe attempts to capture the spread while minimizing market impact and participating at specific times or volume intervals, and aims to have a high percentage of passive fills, thereby collecting the spread with dynamic frequency.
Go with the Market
Utilizing Quantitative Brokers' proprietary volume, volatility and quote size forecasting, Strobe strategically operates ahead and behind boundaries, adjusted for volatility based on the instrument.
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