QP1

Deutsche Bank's Quantitative Products One group provides the quantitative research needed in realising the bank's global algorithmic trading product. The group's research focuses on high-frequency tick data, trade scheduling, market micro-structure, short-horizon risk modelling, market impact modelling and related areas.

The group also participates with Deutsche Bank's technology groups and the delta-1 business lines in providing key components of other strategic initiatives including internalisation, smart routing, pre- and post-trade analytics, portfolio optimisation, pattern recognition and others.

Research

Quantitative Products One conducts research into various areas that affect the delta-one businesses. Some of this includes market microstructure, impact modelling, execution and routing algorithms, portfolio construction, pattern recognition, etc. [more]

Products

Quantitative Products One produces the statistical analysis and mathematical underpinnings behind Deutsche Bank's global Algorithmic Trading offering. [more]

Jointly with Global Markets Research, the group offers bespoke portfolio structuring solutions to clients of the Equity Trading businesses.