Quantitative Brokers (QB), a broker-dealer and provider of clearer and dealer-neutral agency algorithms for fixed income and futures markets, announced the launch of its best execution algorithmic offering on the Chicago Board Options Exchange's Futures Exchange (CFE).
Specifically, QB will focus on offering its buy- and sell-side clients best execution algorithms for CFE's Volatility Index (VIX) futures.
VIX futures contracts, which are based on equity index options traded through CBOE, have limited traction for algorithmic offerings due to their non-standard structure, according to the release.
QB already has multi-market data feeds in place that include real-time options pricing. These algorithms will not only see the VIX futures, but the underlying options as well.
Adam Sussman joins Anthony Malakian to talk about Liquidnet's acquisition of OTAS, machine learning and AI, and what the buy side wants from analytics platforms.Subscribe to Weekly Wrap emails
- CFTC Sets Up Lab to Connect with Fintech Firms
- Waters Rankings 2017 ─ Voting Now Open
- UPDATE: Liquidnet Acquires OTAS Technologies
- Euronext Continues Diversification Drive into Foreign Exchange with FastMatch Acquisition
- Waters Wavelength Podcast Episode 70: A Look at Liquidnet's Acquisition of OTAS