Quantitative Brokers’ best execution algorithms for futures and fixed income now available to the QuantHouse community

Quantitative Brokers’ best execution algorithms for futures and fixed income now available to the QuantHouse community
16.10.2018 08:05 am

Quantitative Brokers’ best execution algorithms for futures and fixed income now available to the QuantHouse community

Trading Systems

QuantHouse, the leading independent global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure solutions, today announced access to Quantitative Brokers’ (“QB”) best execution algorithms for futures and fixed income.

QB is a global, independent technology company providing advanced execution algorithms and analytics for global futures and US cash treasury markets.

QB provides highly specialized algorithmic strategies designed to optimize execution and minimize market impact for outright, listed spread and inter-commodity trades. To meet the ever increasing need from today’s quant traders for streamlined access to such services, QB has made its services accessible through the qh API Ecosystem store. 

Salloum Abousaleh, Managing Director, Americas, QuantHouse, said, “QuantHouse is excited to welcome QB to the qh API ecosystem store. Our quant and systematic buy-side clients such as global macros, CTAs and hedge funds can now leverage QB's advanced algorithms for best execution and analytics. We have seen a significant increase in demand from the buy-side not only for best execution, but also quality insights and access to a dashboard.”

Alastair Hawker, Global Head of Sales, Quantitative Brokers, commented, “QB’s algorithms are designed to provide a hidden footprint while working to achieve the best possible execution. This is made possible by QB’s proprietary micro structure research, analytics, event tracking and short-term pricing signals. We look forward to helping more clients improve their execution through QuantHouse’s ecosystem store.”

 

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