Implied Quotes for Options On Futures

In this Research Snapshot, Kenan Si from Quantitative Broker's Research team explains the importance of implied quotes for the options market. Kenan talks about the technology used on QB's #Striker algorithm. Stay tuned for more QuantBrains webinars and contact us if you have any questions: https://quantitativebrokers.com/contact Visit our Website: ▶︎https://quantitativebrokers.com/ Read our latest market microstructure research: ▶︎https://quantitativebrokers.com/research Read our latest blog posts: ▶︎https://quantitativebrokers.com/blog Would you like to learn more about QB's execution algorithms? Contact us! ▶︎https://quantitativebrokers.com/contact Follow us on social media: ▶︎https://www.linkedin.com/company/quantitativebrokers ▶︎https://twitter.com/QuantBrokers ▶︎https://www.instagram.com/quantbrokers ▶︎https://www.facebook.com/quantitativebrokers #OptionsTrading #Options #Striker #Trading #Finance #Quant #Markets #AlgorithmicTrading Disclaimer: Futures and fixed income trading involves significant risk and may result in unlimited losses. Futures trading is not suitable for all investors. QB provides services to institutional clients only.

August 21, 2020 - A major problem one faces when trading the CME’s options on treasury futures is their unstable order books. For a trading algorithm to systematically estimate the fair value of such options, we introduce the notion of implied quotes to address this problem and also present a fast approximation algorithm to generate the best prices of implied quotes in real-time.

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