one independent partner
Quick overview
QB reduces your transaction costs and manages execution risk across futures, options on futures, U.S. cash treasuries, and FX.
Independent by design, we operate without the conflicts inherent in bank and HFT algorithms — your execution quality is our only objective. Everything is broker-neutral and built to fit the way you already trade, combining a full algorithm suite, a research-grade cost model, and global connectivity into a single point of access.
What we do
The challenge
Execution keeps getting harder.
Liquidity is fragmented across venues, products, and protocols; markets move on events without warning; and every decision has to be justified with data.
Building and maintaining sophisticated execution capability entirely in-house is slow and expensive — yet the pressure to improve outcomes and prove performance only rises.
Our solution
QB gives you an institutional-grade execution capability without the internal build.
A suite of algorithms handles benchmark execution, urgent liquidity capture, spreads, rolls, and options on futures — improving benchmark performance and expanding what your desk can support electronically, with the transparency your stakeholders expect.
How we do it
Broker-neutral technology that sits inside your existing workflow, connected to leading front-end systems, brokers, and exchange infrastructure.
Proprietary signals drive smarter crossing decisions in real time, while advanced logic handles market events and minimizes information leakage to protect your alpha. Integrated analytics and TCA support your internal review.
The proof
Connected across 20+ EMS/OMS platforms and 25+ leading FCMs, with 24/5 follow-the-sun coverage and co-located infrastructure on most major exchanges and venues.
QB slots into your electronic execution environment rather than replacing it — capability without disruption.
Why our algorithms?
QB’s algorithms are designed to be opportunistic, using proprietary signals and real-time market intelligence to identify favorable price levels and adapt execution as conditions change. Rather than simply following a fixed schedule, our algorithms can intelligently adjust their behavior to seek better execution opportunities.
From schedule-free and adaptive execution to intelligent order handling and complex multi-leg strategies, QB’s algorithms balance price, liquidity and urgency throughout the execution lifecycle. The result is sophisticated execution designed to complement your strategy and existing workflow.
Opportunistic by design
Every algorithm in the suite is opportunistic enough to act on short-term price signals— taking advantage of optimal levels as they arise, rather than following a fixed schedule.
Innovative multi-leg execution
Trade complex packages seamlessly in a single electronic workflow, with the intelligence to achieve best execution across every leg.
Signal accuracy
Proprietary signals identify good levels in real time, enabling smarter, better-timed crossing decisions.
Intelligent order handling
Advanced logic manages significant market events and minimizes information leakage — protecting your alpha across the full execution lifecycle.
QB’s algo suite & asset classes
Single-leg
Bolt
Reduces execution slippage by balancing passive and aggressive fills to achieve the best price without using a schedule.
Strobe
Positions for opportunities to capture spread while adhering to your defined schedule.
Closer
Trades optimally over a self-modeled time frame, targeting the settlement price as your benchmark.
Octane
Prioritizes urgent execution for orders that may have short-term alpha. Aggressively hunts for liquidity as intelligently as possible.
Multi-leg
Striker
Optimal execution for Options on Futures. Striker seeks, displays, works synthetic price limits, and trades in-between minimum exchange tick increments.
Legger
The primary objective is to achieve a specified target price or execute at the best possible price, managing as many legs as you need.
The Roll
Optimize the execution of listed calendar spreads or duration-neutral strategies. The Roll synchronizes listed calendar spread and outright tail orders to completion.
Our algorithms
See how each algorithm is tailored to the unique aspects of each asset class
Available across futures, options, cash treasuries and FX.