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 ...

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 ...

Measurement-Driven Algo Provider Focused on Maximizing Returns Expands to Futures Trading NEW YORK, NY & STAMFORD, CT—February 3, 2021—BestEx Research Group, LLC, a provider of high-performance ...

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 ...

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, ...

Research broker and financial technology firm Investment Technology Group (ITG) has launched a new suite of algorithms for futures. The algorithms can be accessed via the firm’s execution management ...

Algorithmic trading, once the domain of global hedge funds, is now increasingly relevant for HNIs and family offices in India ...

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 ...

NEW YORK, April 21, 2020 /PRNewswire/ -- Quantitative Brokers (QB), an independent provider of advanced execution algorithms and data-driven analytics for futures and U.S. Cash Treasury markets, today ...

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 ...