BestEx Research Appoints Algorithmic Trading Veteran Hector Robles to Expand Futures Business

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Nov 08, 2021, 08:00 ET

STAMFORD, Conn., Nov. 8, 2021 /PRNewswire/ -- BestEx Research Group, LLC, a provider of high-performance algorithmic execution and measurement solutions for equities, futures, and foreign exchange trading, today announced the appointment of industry veteran Hector Robles as Managing Director of Business Development to expand the firm's futures business. Robles will report to Founder and CEO Hitesh Mittal as BestEx Research aggressively expands its footprint in the futures market.

"Hector is arriving at a pivotal time in our growth," says Mittal, "and we are confident that his deep knowledge of the complexities of algorithmic futures execution and his diverse experiences in senior roles at institutions large and small will help drive our expansion across markets and deliver our best-in-class solutions to a broader audience."

Robles brings over 15 years of electronic trading and transaction cost analysis (TCA) expertise and joins BestEx Research from RCM-X, where he headed distribution of its algorithmic and quantitative trading products. Earlier, he was responsible for the distribution of UBS's algorithmic execution strategies in futures, foreign exchange, and fixed income across the Americas and served as Global Head of Electronic Trading for futures at Mizuho Securities. In addition, Hector has held senior sales and product roles at Quantitative Brokers.

"I am thrilled to join Hitesh at BestEx Research, a company I've admired for its commitment to research, innovation, and data-driven solutions to algorithmic trading challenges," says Robles. "There is significant demand for BestEx Research's advanced algorithms in the futures market. I look forward to working with this client-centric team and the most sophisticated trading platform available for futures."

BestEx Research launched their suite of futures algorithms in early 2021, tailored specifically to futures market structure. The algorithms are part of their algorithm management ecosystem, which offers complete transparency into algorithm behavior, pre- and post-trade analytics, and user-specified strategy customization. It is the only trading platform with full backtesting capability, realistically simulating performance according to the specific matching rules at each futures exchange globally.

The appointment of Hector Robles marks the latest in a string of significant leadership announcements, including the appointments of John King and David Conner to BestEx Research's Client Services team in March 2021.

To learn more about BestEx Research, contact [email protected].

About BestEx Research

BestEx Research Group, LLC was founded in 2017 by a team of industry experts in computer science and systematic trading. BestEx Research is creating a new category of innovative, broker-neutral solutions that combine sophisticated execution algorithms with a user-friendly dashboard and transaction cost analysis for multiple asset classes. The cloud-based platform is the first independent algorithmic trading solution for equities, futures, and foreign exchange in all markets. BestEx Research algorithms are reducing trading costs for buy-side managers and providing sell-side firms a seamless trading solution for their clients. For more information on BestEx Research's mission and products, or to request a product demo, please visit www.bestexresearch.com. Please follow BestEx Research on LinkedIn and Twitter.

Media Contacts
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SOURCE BestEx Research