Christian Hauff and Quantitative Brokers (“QB”) have good timing with the whitepaper they just released about how to manage volatility and slippage in trading. Hauff sat for an interview with John Lothian News last week amid extraordinary market volatility. Quantitative Brokers is an agency broker serving a diverse group of industry participants. They started in the CBOT interest rate markets offering execution algorithms, and today offer them across a wide spectrum of exchanges and trading platforms. Hauff talked about how the whitepaper developed different “regimes” for different kinds of market conditions and then how QB analyzes market conditions to recommend the best execution algorithm to minimize slippage. The paper from QB can be found here: https://quantitativebrokers.com/regimesandexecution.
Produced by Mike Forrester