2024-12-24 04:01:09
Author: Quantitative Brokers / 2023-07-25 09:27 / Source: Quantitative Brokers

QB LAUNCHES LIQUIDITY TRACKING TOOL FOR REAL-TIME ANALYSIS TO HELP ACHIEVE BEST EXECUTION

Free,Open-SourceQB Liquidity TrackerReports Liquidity on20-plus Futures Contracts,4 Global Exchanges

NEW YORK,Jan. 20,2022 --Quantitative Brokers (QB),a leading provider of advanced execution algorithms and data-driven analytics for global futures,options and OTC Fixed Income markets,today launched a free online tool that allows institutional traders to track market liquidity and quote size at a level of transparency and ease never before available. Today's announcement also marks a new direction for QB,who aims to offer an integrative suite of market microstructure analytics soon.

"The Liquidity Tracker provides guidance and visibility across multiple markets," said Robert Almgren,QB's Co-Founder and Chief Scientist. "We are very transparent with our clients and strongly believe the wider trading community can benefit from this open-source tool."

Phase 1 of QB's Liquidity Tracker initially charts 20+ markets worldwide1,analyzes historical and real-time liquidity and quote size activity in each asset class,updates intra-day and serves as a health monitor of the markets. Traders can use the tool to minimize the price impact of their orders. QB Liquidity Tracker is accessible to anyone via this link: liquiditytracker.quantitative brokers.com.

"QB Liquidity Tracker marks a significant milestone for us since the launch of QB's Roll Tracker,strengthening our position as a leading algorithmic and analytics provider," said QB Head of Research,Shankar Narayanan. "Identifying the state of liquidity is a vital step to understanding and utilizing the next frontier in algorithmic execution,which we call Regimes. In 2022,we look forward to expanding QB's analytics tools to help empower users to optimize their trading decisions."

QB DRIVING INNOVATION

The Liquidity Tracker is QB's latest innovation,providing clients with a multi-asset class multi-exchange analysis using real-time liquidity and quote size data.

In recent years,QB has expanded its suite of execution algorithms with the addition of Octane,The Roll,and,most recently,the launch of Striker 2.0. QB's long-term view is that clients use the Liquidity Tracker to infer and minimize slippage when making trading decisions. QB's clients have long inquired about robust liquidity reports. The challenge has constantly been the normalization of large data sets and using the same standards across the board when comparing markets. While reporting presents its challenges,QB has been predictingliquidity and quote size change,for a long time,by having its algorithmic strategies built upon these models.

ABOUT QUANTITATIVE BROKERS

Quantitative Brokers (QB) is a global financial technology company,provides advanced algorithms and data-driven pre- and post-trade analytics to clients in the futures,options,and interest rate markets. The company is built on a research-driven culture,market microstructure know-how,and algorithmic engineering expertise. QB continually develops and innovates an evolving suite of products to reduce and measure implicit trading costs for its clients. Headquartered in midtown Manhattan,QB has branch offices in London,Sydney,and Chennai.

In December 2020,Deutsche Börse completed the previously announced purchase of a majority position in QB.

Many of the world's largest institutional investors already use QB's portfolio of algorithms,simulation tools,and analytics. QB's suite of algorithms — Bolt,Strobe,Legger,Closer,Octane,and Striker — are uniquely engineered for both central limit order books and OTC liquidity streams while accessible via all major execution and order management systems used by the buy-side,banks,and brokerage houses.

MEDIA CONTACT:


Matt Yemma


Peaks Strategies


myemma@peaksstrategies.com


909-633-9396

1QB Liquidity Tracker initially covers four exchanges - The Australian Securities Exchange,The Chicago Mercantile Exchange,Eurex,The Intercontinental Exchange – and 21 of the most liquid contracts,including CBOT's long bond,10-Year Treasury futures,CME's e-mini S&P 500,and Eurex's EuroStoxx.

Tags: Banking/Financial Service Computer/Electronics Data Analytics Financial Technology

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