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.

Funds that do not have their own trading algos may outsource the job to banks or specialist firms like Quantitative Brokers.

“Striker 2.0” Adds Price Discovery, Synthetic Target Price to Arrival Price Algo for Options on Futures Trade Execution - A Completely Different Kind of Algo

QB’s Algo Suite for futures market trade execution will be co-located at HKEX to initially support derivatives on indexes that track the largest companies of the Hong Kong stock market.

Quantitative Brokers (QB) is featured on Greenwich Associates’ Blog about the uses of Transaction Cost Analytics (TCA) for measuring and comparing execution on U.S Cash Treasury markets.

Beginning with the CME & ICE US, QB will extend to 24 hour coverage and prepare for the launch of new exchanges in APAC.