Quantitative Brokers adds Cboe’s VIX futures to free Liquidity Tracker

The Liquidity Tracker was launched earlier this year and is accessible to anyone.

Quantitative Brokers (QB) has added the Cboe Volatility Index (VIX) futures contract to QB’s Liquidity Tracker open-source analytics tool.

QB’s Liquidity Tracker is a free access, real-time tool for tracking liquidity and quote size to help institutional market participants achieve best execution in nearly 30 derivatives markets worldwide.

QB has supported VIX futures across its strategic algorithms and Trading Cost Analytics since 2016.

Quantitative Brokers is a provider of institutional execution algorithms and data-driven analytics for global futures, options, and OTC fixed income markets.

The VIX Index is a renowned gauge of US equity market volatility. VIX futures are among the world’s most actively traded futures contracts and provide market participants with a variety of opportunities to implement their view using volatility trading strategies. VIX futures are exclusively listed on Cboe Futures Exchange,

QB has expanded the analytics offering to include a robust catalog of execution algorithms, all available for Cboe’s VIX futures. Traders can better understand their individual trades via trade cost analytics (TCA) or a 360-analysis of the market microstructure, available monthly.

Daniel Jisa, Senior Director and Head of Futures Sales at Cboe Global Markets, said: “We are pleased that Quantitative Brokers is including VIX futures in their Liquidity Tracker tool. As market participants globally continue to turn to VIX futures to manage risk, generate alpha and diversify their portfolios, we believe services like QB’s Liquidity Tracker provides valuable analytics and insights to help investors make more informed trading decisions.”

Robert Almgren, Chief Scientist and Co-Founder at QB, commented: “We are excited to expand our coverage of Cboe products. We have always aimed to serve our clients with the utmost market transparency. Adding Cboe’s VIX futures to our Liquidity Tracker and to our Analytics Suite will help our clients execute more knowledgeably and precisely. The VIX Index is extremely important in this unprecedented market environment.”

The Liquidity Tracker was launched earlier this year and is accessible to anyone via this link.

Headquartered in midtown Manhattan, QB has offices in London, Sydney, and Chennai. QB is part of the Deutsche Börse Group. QB’s suite of algorithms, simulation tools, and analytics. QB’s algorithms — Bolt, Strobe, Legger, Closer, Octane, The Roll, Striker, and Prism — are designed for both central limit order books and OTC liquidity streams.