Quantitative Brokers (QB), an independent provider of advanced execution algorithms and data-driven analytics for global futures 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 implicit trading costs for its clients. Headquartered in midtown Manhattan, QB has branch offices in London, Sydney, and Chennai.

QB currently supports the world’s largest exchanges, covering over 100 futures instruments and US Cash Treasury markets. QB’s robust suite of premium algorithms — Bolt, Strobe, Legger, Closer, Octane, The Roll and Striker — help futures, fixed-income and options traders achieve best execution, while reducing implicit trading costs. QB’s algorithms are provided in common EMS/OMS platforms, via the firm’s own proprietary applications on the Bloomberg App Portal, Thomson Reuters App Store or directly via FIX.

www.quantitativebrokers.com

Trading & Exchanges

Quantitative Brokers

David Kalita

Alexandre Argenson

Jessica Stiles

Chin Huang

Christian Hauff

Piyush Gupta

Andrew Picardi

Robert Almgren

Nico Farr

Alina Rakhamimov

The Quantitative Research Team at Quantitative Brokers is responsible for developing and fine-tuning the firm’s advanced execution algorithms and data-driven analytics. They conduct in-depth research on market microstructure, design models that optimize trading performance, and innovate solutions to minimize implicit trading costs for clients. This team leverages statistical analysis, machine learning, and algorithmic engineering to enhance QB’s product offerings in the global futures and interest rate markets.

Quantitative Research Team

Leadership Team

Software Development Team

Operational Management

Quantitative Research Team

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Leadership Team

Software Development Team

Operational Management