Quantitative Brokers’ goal is to be the world’s market leading provider of Quantitative Research driven Execution Algorithms for Listed and OTC financial instruments.
We quantifiably help our clients by providing research-driven trading solutions to reduce transaction costs, trade complex structures, measure execution performance and improve workflow efficiencies.Custom algorithms built specific to each instrument
QB’s suite of award-winning algorithms provides optimal execution performance to asset managers, hedge funds, pension funds, banks, corporates, proprietary trading firms, commodity trading advisors, and family offices
Explore, measure and visualize analytics to improve alpha
Insightful analytics suite focused on full transparency, real-time and historical market analysis, pre and post-trade forecasting drawn from QB’s market microstructure expertise
Increase productivity by automating your workflows
Enhance and improve your existing trading workflows, focusing on productivity and performance, without the need to change trading platforms or executing brokers
Achieve best execution across wide ranging market conditions.
Trade on schedule and capture spread.
Multi-leg spread trading. Use quantitative techniques to intelligently manage legging risk.
Trade optimally into the close.
Execute rolls optimally and with ease.
A liquidity seeking strategy designed to optimally execute when urgent completion is the primary objective.
Effortlessly identify and hit targets, for optimal execution in options markets.
The journey to intelligent execution began in 2008, when Dr. Robert Almgren and Christian Hauff discovered that fixed-income traders lacked technology solutions, quantitative execution, and cost measurement tools, which had been so valuable for the equity markets. Quantitative Brokers proved successful and has helped further democratize access, enhance workflow and transparency for our clients.
We guarantee neutrality and we are committed to data-driven decisions, using state-of-the-art technology and quantitative research. It all started with our intelligent arrival price algorithm Bolt, learn more here.
February 25th, 2024 - The net asset manager’s (AM) position of the U.S. 10-year futures from the Commitment of Traders (COT) report is at a 3-year high. The Figures show credibility to our roll forecasts model.
The US Treasury market has long been renowned for its depth and liquidity, serving as a crucial pillar of the financial system. However, recent disruptions have exposed the need for modernization and increased efficiency. In the era of artificial intelligence, cash treasury trading presents a unique opportunity to integrate new technologies, enhance trading methodologies and meet the growing demands of a rapidly evolving market.
Quantitative Brokers (QB), a leading provider of advanced execution algorithms and data-driven analytics for global Futures, Options, and OTC Fixed Income markets, today announced that David Kalita has been named Chief Executive Officer to lead QB’s next phase of client-driven development and expansion.
Quantitative Brokers is broker and front-end neutral. We integrate with our clients' preferred workflow so there is no need to change. By embracing intelligent execution algorithms you can achieve better execution and improved productivity.
