Quantitative Brokers Offers Best-Ex Algos on CBOE

The broker-dealer will focus on CBOE Futures Exchange's Volatility Index (VIX) futures.

Quantitative Brokers is headquartered in New York.

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.

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