Quantitative Brokers Brings New Regimes to Market Volatility Algos

John Lothian

John Lothian

Executive Chairman and CEO

 

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

John Lothian Newsletter

Today’s Newsletter

High Noon Talks to End Global Oil-Price War

High Noon Talks to End Global Oil-Price War

First Read Hits & Takes By JLN Staff Georgia Senator Kelly Loeffler and her husband, Intercontinental Exchange Chairman and CEO Jeff Sprecher, will stop trading individual equities and only invest in exchange traded funds going forward, she announced yesterday. My...

We visit more than 100 websites daily for financial news (Would YOU do that?)

Now Read This

Chris Hehmeyer – Bitcoin, Bakkt and Beyond

Chris Hehmeyer – Bitcoin, Bakkt and Beyond

Hehmeyer Trading and Investments shut down its CTA and CPO and IB business at the end of the year, along with its Hehmeyer Cryptocurrency Index Fund. The market maker is now focused on cryptocurrencies, bitcoin in particular. Chris Hehmeyer told John Lothian News that...

Pin It on Pinterest

Share This Story