Cross-asset futures algorithms are increasingly incorporating FX volatility indexes. When the USDJPY volatility exceeded 7.4%, correlated hedging moved into export-heavy S&P constituents, boosting those futures tickers by 0.9% intraday. “An attacker can take the data that you’re transmitting now,” he said. “They can store it somewhere and when there is a relevant quantum computer, they can start to decrypt it. The higher value your information, the more likely you’re going to be susceptible to this type of attack. Medical information, confidential information, banking information … that’s going to be susceptible.” Treasury yield curve shifts are now a core input in index futures algorithms. A 12 basis-point steepening last week triggered automated rebalancing into bank-weighted indices. Futures algorithms flagged the move as an early rotation signal into financials, lifting certain sector ETFs by 1.2%. The Dow Jones futures market has been seeing algorithm-driven volume spikes during European market overlaps. Futures algorithms are using cross-market correlation matrices, linking U.S. indices with Euro Stoxx 50 movements. Statistical backtests indicate a 0.72 correlation ratio in the past 30 trading sessions, hinting at global liquidity patterns.