QB is expanding its execution algorithms into the spot FX market.

Quantitative Brokers is excited to announce the expansion of its execution algorithms into the spot FX market. This expansion introduces FX-optimized versions of its flagship algorithms, designed specifically to account for the unique market structure and liquidity dynamics of FX trading.

Read The Press Release

Thank You for Connecting at TradeTech FX USA 2025!

It was great to connect and exchange insights on Algo Wheels & Liquidity during the panel featuring our CEO, David Kalita. If you missed it, here are some key takeaways from the panel:

Outsourcing Execution Complexity to Algos
- Buy-side traders deal with multiple asset classes and workflow demands, so they need solutions that can handle the complexity of dynamic markets.
- QB’s algos are designed to adapt automatically to different market conditions and execution benchmarks (TWAP, VWAP, arrival price, etc.)

Liquidity & Internalization
- A common critique of third-party execution providers (like QB) is that they lack internal liquidity pools compared to banks.
- QB addresses this through advanced liquidity curation, offering unique execution opportunities that reduce transaction costs. QB is also onboarding peer-to-peer matching platforms to gain access to additional liquidity.

Agility as a Non-Bank Provider
- QB’s faster development cycles allow for rapid adaptation to market needs.
- Ability to implement new execution strategies quickly in response to client demand.