New York - Quantitative Brokers, the provider of dealer-neutral agency algorithms in Futures and US Cash Treasury markets, has partnered with TS (formerly TradingScreen), a provider of electronic trading solutions, to integrate QB's multi-leg spread trading algorithm Legger on TS's TradeSmart platform.
Legger is a part of Quantitative Brokers' suite of four futures and fixed income algorithms. Deploying Legger can help traders to coordinate the execution of multiple order legs to achieve a synthetic price target. Legger joins QB's Bolt, Strobe, and Closer to further enhance TradeSmart's customizable trading capabilities.
"QB's algorithms are specifically engineered for the futures and fixed income markets and employ innovative techniques to solve challenging execution problems for our clients," said Guy Cirillo, Head of Partnerships Sales at QB. "TradeSmart OEMS has the technological capability and advanced GUI to handle QB's premium algos such as Legger, providing clients access to the best of trading execution and management on one platform."