The execution algorithms from Quantitative Brokers launched on the Osaka Exchange are co-located at JPX, for close proximity to the exchange’s matching engines.
Tag: Quantitative Brokers
Algo trading specialist Quantitative Brokers will focus on expanding its data analytics and product engineering teams in 2021 with 20 new hires.
Tim Gits joins Quantitative Brokers as sales director after 12 years at Eurex and will target expansion into Asia Pacific.
The exchange operator successfully acquired a majority stake in the business in a deal previously announced in September.
Quantitative Brokers will provide its full suite of agency algorithms to SGX clients including the Bolt, Strobe, Closer, Octane, and The Roll strategies.
Quantitative Brokers will provide Deutsche Börse with closer ties to the buy-side upon closure of the acquisition.
Known as Striker, the algorithm will initially support execution of options in CME treasury futures.
ASX is the first exchange in Asia Pacific region to implement Quantitative Brokers’ algorithms.
Quantitative Brokers’ best execution algorithms for US cash treasury markets and global futures will be available via QuantHouse’s API ecosystem.
New chief technology officer at Quantitative Brokers previously oversaw Bloomberg Tradebook’s equities, options and FX algorithms.