Quantitative Brokers Launches First Execution Algo For OSE's Derivative Markets - Spearheads QB APAC Growth Plans
PR88582
SYDNEY, March 18, 2021 /PRNewswire=KYODO JBN/ --
Quantitative Brokers (QB), an independent provider of advanced execution
algorithms and data-driven analytics for global futures and options markets,
today launched its full suite of award-winning execution algorithms on the
Osaka Exchange (OSE), the derivatives exchange of Japan Exchange Group (JPX).
QB's algorithms are engineered to incorporate unique market microstructure
features and detailed quantitative research of OSE's derivatives markets in
order to achieve best execution. QB's execution algorithms will provide
strategic trading capabilities to both buy and sell-side parties trading OSE's
largest contracts in the equity, interest rates and commodity futures space.
"The addition of OSE's multi-asset offering within the QB suite of execution
algorithms is extremely exciting and comes in response to strong client demand.
We are excited to provide our existing and new clients access to OSE. " said
Christian Hauff, QB Co-Founder and CEO.
"We are excited to welcome QB to our market ecosystem. QB is a rapidly growing
advanced execution service provider that will offer innovative execution
options to our market participants, and we anticipate that this expansion will
enrich our user's experience and contribute to the continuous growth of our
market." said Akira Tagaya, Executive Officer of OSE.
The addition of OSE is part of QB's plans for expansion in the Asia-Pacific
region. In 2018, QB opened a regional office in Sydney and launched its
services on the Australian Securities Exchange (ASX). In 2020 QB started
supporting the Singapore Exchange (SGX).
The technology behind QB's OSE execution algos are uniquely co-located at JPX,
leveraging the closest proximity to the exchange's matching engines with low
latency speeds feeding its predictive analytics.
QB will provide its full suite of intelligent agency algorithms to clients
trading on OSE, including its flagship strategy Bolt (arrival price), Strobe
(TWAP/VWAP), Closer (settlement price), Octane (liquidity seeking), and The
Roll (calendar roll execution). QB algo strategies will also support the
execution of outrights and listed spreads, including synthetic inter-commodity
structures execution via Legger. View all QB-supported markets here (
).
QB algorithms are accessible via all major OMS and EMS platforms as well as
direct FIX connectivity. QB is FCM neutral and integrated with all major
clearing brokers globally.
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.
QB's portfolio of algorithms, simulation tools and analytics are used by many
of the world's largest institutional investors. QB's suite of algorithms --
Bolt, Strobe, Legger, Closer, Octane, The Roll, 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
+1 909-633-9396
SOURCE: Quantitative Brokers
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