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Quantitative Brokers
New York: +1 646 293 1800London: +44 2037 145831Sydney: +61 2 8074 3154sales@quantitativebrokers.com
 
 
 
 
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High-Frequency Event Analysis in Eurex Interest Rate Futures
High-Frequency Event Analysis in Eurex Interest Rate Futures

June 26, 2012 - We investigate the effect of scheduled information releases and auctions on high-frequency trading of interest rate futures on the Eurex exchange, and compare with similar products on CME.

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Guest UserJune 26, 2012
US Treasury Futures Roll Microstructure Basics
US Treasury Futures Roll Microstructure Basics

August 25, 2011 - The Treasury futures roll occurs quarterly with the March, June, September, and December delivery cycle of Treasury futures contracts.

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Guest UserAugust 25, 2011
Effect of the Unemployment Report on Interest Rate Futures
Effect of the Unemployment Report on Interest Rate Futures

May 26, 2011 - We track 62 unique macroeconomic events and calibrate our volume forecasts to the effect of each data release.

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Guest UserMay 26, 2011
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QB is a member of the Deutsche Börse group. QB is registered with both the CFTC and SEC as an independent introducing broker and a government securities broker. As a regulated market participant engaging in algorithmic strategies, QB maintains stringent supervision and control practices.

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.

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