Quantitative Brokers Adds VIX to Its Liquidity Tracker Open-source Analytics Tool

Quantitative Brokers (QB), an independent provider of advanced execution algorithms and data-driven analytics for global futures and interest rate markets, announced the addition of the widely traded Cboe Volatility Index (VIX®) futures contract to its Liquidity Tracker open-source analytics tool.

Liquidity Tracker is a real-time tool for tracking liquidity and quote sizes, helping institutional participants achieve optimal trade execution on major exchanges across the world.

Robert Almgren, Chief Scientist & Co-Founder of QB, said: "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."

Daniel Jisa, Senior Director and Head of Futures Sales, Cboe Global Markets, Inc. 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."

To help market participants gain a more complete understanding of the potential factors driving volatility in the equity markets and make the most appropriate trading decisions, last week, Cboe Global Markets, Inc. expanded its Cboe Implied Correlation Index suite with eight new indices​.