Track the daily progression and historical comparisons of the roll activity using the QB’s roll tracker and optimize your execution using QB's Roll Toolkit. 📧 Contact us at [email protected] for more information. Go to the Roll Tracker: https://hubs.li/Q02MzxfC0
Quantitative Brokers
Financial Services
New York, New York 12,544 followers
Intelligent Execution. It's What We Do.
About us
Intelligent Execution. It’s What We Do. Quantitative Brokers’ goal is to be the world’s market leading provider of Quantitative Research driven Execution Algorithms for Listed and OTC financial instruments. We quantifiably help our clients by providing research-driven trading solutions to reduce transaction costs, trade complex structures, measure execution performance and improve workflow efficiencies. Headquartered in midtown Manhattan, QB has branch offices in London, Sydney, and Chennai. QB currently supports the world’s largest exchanges, covering over 100 futures instruments and US Cash Treasury markets. QB’s robust suite of premium algorithms — Bolt, Strobe, Legger, Closer, Octane, The Roll and Striker — help futures, fixed-income and options traders achieve best execution, while reducing implicit trading costs. QB’s algorithms are provided in common EMS/OMS platforms, via the firm’s own proprietary applications on the Bloomberg App Portal App Store or directly via FIX. www.quantitativebrokers.com
- Website
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http://www.quantitativebrokers.com/
External link for Quantitative Brokers
- Industry
- Financial Services
- Company size
- 51-200 employees
- Headquarters
- New York, New York
- Type
- Privately Held
- Founded
- 2008
- Specialties
- agency algorithmic execution, market micro structure, interest rate futures, US cash Treasuries, transaction cost analysis, broker neutral, order placement optimization, market impact minimization, relative value, slippage reduction, CME, EUREX, LIFFE, MX, ICE, UST, Futures, Algorithmic Trading, TCA, global markets, best execution, commodities, index trading, electronic trading, trading innovation, research, asx, sydney, 24hr trading, tca, algos, jpx, sgx, singapore, japan, london, and new york
Locations
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Primary
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285 Madison Ave
Suite 1700
New York, New York 10017, US
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18 King William Street
Office 5.03, 5th Floor
London, England EC4N 7BP, GB
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1 Bligh St
Level 26
Sydney, New South Wales 2000, AU
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Pinnacle Building - Ascendas International Tech Park, CSIR Road
1st Floor
Chennai, Tamil Nadu 600113, IN
Employees at Quantitative Brokers
Updates
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Following our previous enhancements, our passive fills rate in the June roll improved by almost 30% across all the CME IR spreads, with our arrival price slippage declining by more than 20%. These enhancements include: ✔️ Enhanced real-time queue position tracking ✔️Refined aggressive crossing logic Contact us to learn more: [email protected] Learn more about The Roll: https://hubs.li/Q02LqtXF0
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When you have futures contracts to roll, QB has the tools to navigate and optimize your execution. QB's Roll Toolkit includes: ✅ The Roll Algorithm ✅ QB's Roll Tracker ✅ Exclusive Roll Forecasts Learn more: https://hubs.li/Q02Lb3z20
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Our current view for the September 2024 US Treasury futures calendar spreads roll (U4 to Z4) is that all the calendar spread futures will cheapen starting August 19𝑡h until the first intention day of August 29𝑡h. Request a copy: https://hubs.li/Q02LYzHL0
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Execution, Workflow, and Microstructure Intelligence - all you need to perfectly execute futures calendar rolls, in one intelligent algorithm. Learn more about the Roll: https://hubs.li/Q02Lb9Td0 #QBAlgoSuite #AlgoTrading #Futures
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We’ve augmented our signal framework by adding a cointegration signal to improve our overall performance during the rolls! The addition of cointegration is crucial for optimal roll execution due to its dynamic predictive power throughout the order. Contact us today to discover how QB's latest updates can help you maximize your roll execution! 📧:[email protected] Learn more about The Roll by QB: https://hubs.li/Q02Lb0TP0
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Forecasting the next price in large tick instruments, such as CME IR calendar spreads, is challenging since the time between price changes can often be several hours, making signal accuracy essential. Our latest white paper, “CME Rates Calendar Spread Cointegration and Other Roll Improvements,” introduces advancements that have significantly enhanced our algorithm performance for the June rolls and outlines the upcoming updates to our algorithm. The paper details: ✔️ Improved accuracy in tracking queue position ✔️ Enhanced book imbalance signals ✔️ Implementation of cointegration for superior signal reliability Download: <<https://lnkd.in/g-q3AueD>>
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When you have futures contracts to roll, QB has the tools to navigate and optimize your execution. QB's Roll Toolkit includes: ✅ The Roll Algorithm ✅ QB's Roll Tracker ✅ Exclusive Roll Forecasts Learn more: <<<<https://lnkd.in/gK5uJ72F>>>>
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Following our previous enhancements, our passive fills rate in the June roll improved by almost 30% across all the CME IR spreads, with our arrival price slippage declining by more than 20%. These enhancements include: ✔️ Enhanced real-time queue position tracking ✔️Refined aggressive crossing logic Contact us to learn more: [email protected] Learn more about The Roll: https://hubs.li/Q02Lb5cD0
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Forecasting the next price in large tick instruments, such as CME IR calendar spreads, is challenging since the time between price changes can often be several hours, making signal accuracy essential. Our latest white paper, “CME Rates Calendar Spread Cointegration and Other Roll Improvements,” introduces advancements that have significantly enhanced our algorithm performance for the June rolls and outlines the upcoming updates to our algorithm. The paper details: ✔️ Improved accuracy in tracking queue position ✔️ Enhanced book imbalance signals ✔️ Implementation of cointegration for superior signal reliability Download: https://hubs.li/Q02Lb0TG0
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