InfoReach has integrated QBs full suite of algorithms, including LEGGER, which supports relative value trading of user-defined, futures versus futures structures.
QBs LEGGER algorithm is an inter-commodity, multi-leg execution strategy that allows clients to execute risk simultaneously across multiple trading “legs.” The solutions then generates a Transactional Cost Analysis (TCA) report for each trade, to deliver transparency and slippage measurement.
InfoReach has incorporated QBs LEGGER algorithm into its Trade Management System (TMS), which offers trade analysis to both buy and sell-side firms.
Relative value and spread traders are constantly seeking more intelligent and transparent means by which they can consistently execute and capture more alpha, said Christian Hauff, CEO and co-founder of QB. Whether you are trading across the curve, inter-exchange or rolling a calendar spread, every fill and tick matters. Teaming up with InfoReach opens the door to more futures traders to access best execution, agency algorithms from their desktop.
Today, we have a global customer base that is always looking to optimize their execution quality, said Allen Zaydlin, CEO of InfoReach. We are confident that bringing in QB to further advance our futures and multi-leg futures trading capabilities will make us the preferred electronic trading provider in the industry.
