QB’s Chief Scientist and Co-Founder Rob Almgren was quoted in the Wall Street Journal, offering insight on market stress indicators and volatility trends.
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360T, a foreign exchange trading platform and technology provider, and Quantitative Brokers, a provider of algorithms and analytics, recently announced that QB’s FX algos will be available via 360T.
Traders Magazine caught up with Matt O’Hara, CEO of 360T Americas, and David Kalita, QB CEO, at last week’s TradeTech FX USA in Miami to learn more.
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360T, a best-in-class global Foreign Exchange (FX) trading platform and technology provider, and Quantitative Brokers (QB), a leading provider of advanced execution algorithms and data-driven analytics, have announced a partnership that will make QB’s newly launched suite of FX algos available via 360T. Both 360T and QB are part of the Deutsche Börse Group.
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Quantitative Brokers’ CEO Christian Hauff is featured in Bloomberg’s World’s Safest Market Becomes a Magnet for Big Investors.
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The US Treasury market has long been renowned for its depth and liquidity, serving as a crucial pillar of the financial system. However, recent disruptions have exposed the need for modernization and increased efficiency. In the era of artificial intelligence, cash treasury trading presents a unique opportunity to integrate new technologies, enhance trading methodologies and meet the growing demands of a rapidly evolving market.
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Quantitative Brokers announced the integration of its Striker options execution algorithm into the first third-party execution management system (EMS) application, InfoReach, Inc., a global provider of high-performance electronic trading technology for capital markets.
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Quantitative Brokers announced a strategic partnership with Genesis Global, the low-code application development platform for financial markets. The collaboration will advance algo transparency, enhance trader productivity, and deliver a customized algorithm performance monitoring platform tailored to QB's clients' unique requirements.
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John Lothian held a discussion with Christian Hauff and Robert Almgren, founders of Quantitative Brokers, about the history, development and future of the firm. This podcast discussion includes stories about how the firm started, the problems it was trying to solve, the technology it uses and anecdotes about use cases from customers.
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“Market states are different outside regular trading hours. Trading the S&P 500 Futures at night requires different parameters and values, and limit order placements need to be adjusted accordingly,” says Almgren. “Market states can vary seasonally and there are special event related states intraday, such as when economic data, like inflation or non-farm payrolls, is released”, says Head of Research, Shankar Narayanan.
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Congress is locked in another debt-ceiling standoff, with the federal government potentially hitting a wall as early as this summer on its ability to borrow to cover expenses.
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Quantitative Brokers is featured in The Wall Street Journal today - QB provided complex 10-year US Treasury Futures data to The Wall Street Journal and reporter Sam Goldfarb, who used the data in the below story.
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Traders cautious of tipping their hands or making big ripples in thin markets have been breaking trades into smaller transactions, making it harder to determine prices, said Shankar Narayanan, head of research at Quantitative Brokers LLC, which uses algorithms to trade on behalf of hedge funds, banks and asset managers.
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A new paper by Quantitative Brokers’ research team, led by Shankar Narayanan has found that the average quote size of many interest rate futures are almost 70% below 3-year averages.
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Funds that do not have their own trading algos may outsource the job to banks or specialist firms like Quantitative Brokers.
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