PR89607

SYDNEY, May 20, 2021 /PRNewswire=KYODO JBN/ --

--Focus on Crude Palm Oil, KCLI Futures

Quantitative Brokers (QB) ( https://quantitativebrokers.com/ ), a leading

provider of advanced execution algorithms and data-driven analytics for global

futures and options markets, today launched their suite of award-winning

execution algorithms on Bursa Malaysia Derivatives Berhad (BMD), part of

publicly traded Bursa Malaysia Berhad.

QB's algorithms are engineered to incorporate unique market microstructure

features and detailed quantitative research of BMD's derivatives markets to

achieve best execution. QB's execution algorithms will provide strategic

trading capabilities to both professional market participants trading BMD's

world-leading Crude Palm Oil Futures (FCPO) and FTSE Bursa Malaysia Kuala

Lumpur Composite Index Futures (FKLI).

"These are two critical markets for Malaysia and the world, and we are excited

to be now offering Bursa Malaysia to our buy-side and sell-side customers,"

said Christian Hauff, QB Co-Founder and CEO. "We have clients who are ready to

begin trading immediately and we welcome new and existing professional clients

to access BMD via QB."

"We are always looking to enhance the trading experience on Bursa Malaysia. We

welcome QB's suite of execution algorithms, as this will help market

participants quantify and improve their trade execution," said Muhamad Umar

Swift, CEO of Bursa Malaysia.

Continued APAC Growth for QB

The addition of BMD's derivatives marks the fourth APAC exchange application

for QB. In March, QB announced (

https://c212.net/c/link/?t=0&l=en&o=3169416-1&h=3391156707&u=https%3A%2F%2Fquantitativebrokers.com%2Fall-press-awards-entries%2Fqb-launches-first-execution-algo-for-oses-derivative-markets&a=announced

) the launch of its first execution algo for the Osaka Exchange, the

derivatives market of the Japan Exchange Group (JPX). In 2018, QB opened a

regional office in Sydney and launched its services on the Australian

Securities Exchange (ASX). In 2020, QB started supporting (

https://c212.net/c/link/?t=0&l=en&o=3169416-1&h=3866262222&u=https%3A%2F%2Fquantitativebrokers.com%2Fall-press-awards-entries%2Fquantitative-brokers-expands-in-apac-by-providing-co-located-execution-algorithms-for-sgx-derivatives-market&a=started+supporting

) the Singapore Exchange (SGX).

QB will provide a suite of intelligent agency algorithms to clients trading on

BMD, 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 (

https://quantitativebrokers.com/product-universe ).

The technology behind QB's BMD derivative products is supported by CME Globex

and drives QB's algorithmic execution expertise and predictive analytics whilst

leveraging existing infrastructure. 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 (

https://c212.net/c/link/?t=0&l=en&o=3169416-1&h=3392321775&u=https%3A%2F%2Fquantitativebrokers.com%2Fall-press-awards-entries%2Fdeutsche-borse-completes-the-purchase-of-a-majority-stake-in-quantitative-brokers&a=Deutsche+B%C3%B6rse+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