Quantitative Brokers Offers Best-Ex Algos on CBOE

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

manhattan-midtown
Quantitative Brokers is headquartered in New York.

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.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@waterstechnology.com or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.

Most read articles loading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here