CME Matching Engine Basics: Part 1
An introductory look at the CME matching engine for Eurodollar and Treasury futures.
The Roll Tracker
When is the optimal time to trade your Treasury rolls? The Roll Tracker forecasts the shift of open interest for the current roll cycle using real-time data updated every 5 minutes.
The Presence of Implied and Hidden Liquidity
Robert explains how the complex order types on the CME can combine to generate “implied” quotes.
Transaction Analysis: An Example
We show you an example of a real algorithmic execution to illustrate how our algorithms work.
Why work an order?
In this video, we explain how QB’s algorithms resolve the “trader’s dilemma” of trading fast and having potential market impact vs. working an order in the market.
Why use a QB Algorithm to work an order?
QB’s strategies empower the human trader by improving the execution quality and streamlining the workflow.