Quantitative Brokers and TradingScreen team up for best execution algos

Source: TradingScreen

TradingScreen Inc., the leading independent provider of liquidity, trading and investment technology via SaaS, and Quantitative Brokers (“QB”), a leading provider of clearer and dealer-neutral agency algorithms for fixed income and futures markets, have partnered to provide QB’s best execution algorithms through the TradingScreen electronic trading platform.

This suite includes the Bolt and Strobe algorithms for outright and listed spread execution, as well the Legger algorithm for customizable intra/inter-exchange, multi-leg order type execution.​

The integration of QB’s sophisticated fixed income and futures suite of algorithms into TradingScreen’s award winning execution management platform will offer the buy-side enhanced precision around the quality of execution. QB’s knowledge of complex market behavior and use of finely tuned real-time historical data to fulfill orders enables customers to efficiently achieve and measure best execution.

“Our global multi-asset trading platform has evolved to support complex multi-asset order types, through our direct market access exchange links, broker algorithm integration and our proprietary strategy framework. The growth of our relationship with Quantitative Brokers through the integration of their outright, listed spread, and multi-leg futures algorithms, will allow our customers superior trading workflows in their quest for best execution,” says Pierre Schroeder, Interim CEO of TradingScreen.

“Firms are increasingly looking to trade across multiple asset classes and, as a result, are seeking more consolidated trading platforms that have access to multiple markets,” said Christian Hauff, CEO of Quantitative Brokers. “With this partnership, clients will benefit from the diverse offering of TradingScreen’s execution management platform, while reaping the benefits of QB’s algorithmic suite and TCA solutions.”

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