About a-team Marketing Services
The knowledge platform for the financial technology industry

A-Team Insight Blogs

TS Adds QB’s Legger Algo to TradeSmart OEMS

Subscribe to our newsletter

The newly rebranded TradingScreen – now operating under the TS name – has expanded the range of third-party trading algorithms available through its TradeSmart order and execution management platform with the addition of Quantitative Brokers’ Legger premium multi-leg spread-trading algorithm.

Legger is one of Quantitative Brokers’ suite of four premium futures and fixed income algorithms, allowing traders to coordinate the execution of multiple order legs to achieve a synthetic price target. TradeSmart already carries QB’s Bolt, Strobe and Closer algos.

According to Guy Cirillo, head of partnership 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.”

TS says it has been offering cloud-based trading technology for nearly two decades. Its TradeSmart OEMS offers workflow efficiency and seamless integration with the buy side. In addition to its proprietary algorithms, Quantitative Brokers offers data analytics and TCA for clients to further help them achieve best execution.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining infrastructure can take months and absorb significant budget before a single model is tested. At the...

BLOG

Continuous Trading and the Death of End-of-Day

As US equities and other markets move toward continuous, around-the-clock trading, firms face a set of infrastructure questions the traditional trading day never forced them to answer. A panel at A-Team Group’s recent TradingTech Summit New York was convened to work through them: how to build a resilient foundation without adding operational risk; how to...

EVENT

Eagle Alpha Alternative Data Conference, London, hosted by A-Team Group

Now in its 8th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Regulatory Data Handbook 2026 – Fourteenth Edition

Welcome to the fourteenth edition of A-Team Group’s Regulatory Data Handbook. Supervisors increasingly expect firms to demonstrate which rules apply, which data supports each obligation, who owns the control and how exceptions are identified and resolved. Policies and implementation programmes must now be supported by records that can withstand regulatory scrutiny. This edition examines material...