The most eye-catching result is the enhanced returns. Over the eleven‑year period the algorithm returned 15.5% per year while indexed returns were only 7.2%. That represents an 8.3% annual return ...

The Closer algo utilizes real-time analytics to automatically determine optimal start and end times for market-on-close (MOC) or "Target Close" futures orders via existing EMSsand OMSs. Closer orders ...

While some other asset classes may still be debating the efficacy of algorithmic trading, the debate appears to be over on the futures trading desks. According to new research from Tabb Group, ...

Quantitative Brokers (QB), an independent provider of advanced execution algorithms and data-driven analytics for futures and U.S. Cash Treasury markets, today announced the launch of a first-ever, ...

Ernest Hemingway likened writing to an iceberg, with a “dignity of movement due to only one-eighth of it being above water.” These days, trading in futures contracts is shaping up similarly, with ...

NEW YORK--(BUSINESS WIRE)-- Citi has launched a new suite of intelligent execution algorithms for global listed derivatives. These algorithms have been specifically engineered for the futures markets ...

The new futures algorithms suite follows a series A funding round for BestEx Research that took place in December to raise funds for product development. Algorithmic trading platform provider BestEx ...

In trading, discussions often center on strategies, indicators, or market predictions. Yet behind the numbers lies a quieter factor that often determines whether a system can endure: position sizing.

NEW YORK and STAMFORD, Conn., Feb. 3, 2021 /PRNewswire/ -- BestEx Research Group, LLC, a provider of high-performance algorithmic execution and measurement solutions for equities, futures, and foreign ...

The Chicago Mercantile Exchange is cracking down on runaway algorithms in one of the world’s biggest futures markets. Over the past two months, the volume of data generated by activity in CME’s ...

Quantitative Brokers (QB) has launched an execution algorithm for options on futures markets, which it claims is the first of its kind in the industry. Known as Striker, the agency algorithm will ...

NEW YORK--(BUSINESS WIRE)--Citi has launched a new suite of intelligent execution algorithms for global listed derivatives. These algorithms have been specifically engineered for the futures markets ...