Quantitative Brokers Implements Best Execution Algos For CBOE’s VIX Futures

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Quantitative Brokers Implements Best Execution Algos For CBOE’s VIX Futures

Postby kreslik.news » Wed Feb 17, 2016 4:33 pm


Quantitative Brokers (QB), an independent broker-dealer and a provider of agency algorithms across the US cash treasury and futures markets, has launched a new execution algorithmic offering on the Chicago Board Options Exchange’s (CBOE) Futures Exchange venue, helping deliver the group’s Volatility Index (VIX) futures, according to a QB statement.

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VIX futures contracts are a component of the CBOE’s overall offering, which are based on equity index options that are traded via CME Group. These contracts also help serve as a barometer for volatility ... (read more)

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