Algorithmic trading tools are here to stay - are you ready to take advantage?

Humans still play a crucial role in the world of trading but make no mistake, artificial intelligence, automatic trading, machine learning, APIs and other new trading technologies are impacting the world of trading and will continue to replace the non value added services once performed by humans. Beyond optimization of trading performance, new algo trading technologies also offer a wealth of additional benefits such as cost efficiency, better risk control and enable a faster time to market.

Why QUANTHOUSE market data, algo-trading and infrastructure solutions?

QuantHouse, an independent firm has been pioneering the design and delivery of advanced API-based algo trading solutions for the past 15 years to buy side, sell side, exchanges and financial technology providers.

Our solutions help hedge funds, market makers, investment banks, brokers, financial technology providers and trading venues achieve optimal trading performance. We do this by helping them develop and integrate new trading strategies, comply with regulatory requirements, test existing and new trading infrastructure tools and rationalise their operating costs.

Being part of Iress (IRE.ASX), the group provides advanced trading technology solutions to more than 9,000 financial businesses and 500,000 users globally.

WHAT WE DO TO HELP FINANCIAL MARKET PARTICIPANTS

QuantHouse provides high performance API-based end-to-end systematic trading solutions enabling clients to optimize their trading results:

QuantFEED : is a set of API-based market data solutions covering a broad range of asset classes such as Equities, Fixed Income, Options, Futures, Derivatives, FX, Commodities, Real Estate and Crypto Currencies. QuantFEED includes ultra-low latency market data technologies, conflated data feeds, order book consolidation, historical data, analytics, publication tools and end of day data services.

QuantFACTORY : is a multi asset class algo-trading development framework offering financial institutions a complete set of tools for quantitative trading strategies development, optimization, backtesting, paper trading and real-time trading. QuantFACTORY is used by our clients as an Automated Portfolio Management system as well as a platform for signalling and automated order execution.

QuantLINK (Global Network): is a set of global trading infrastructure services including proximity and co-lo hosting, raw market data, order routing services with direct market access and connectivity as well as time sourced synchronization services. Engineered to handle high volumes and high throughput requirements, QuantLINK Global Network has scalable bandwidth and a wide variety of connectivity options. Content and data services are available through any public cloud environments such as Amazon or Microsoft Azure clouds, as well as all the main financial data centers across the globe via high speed fiber cross-connects. QuantLINK Global Network’s data centers include time source synchronisation which provides accurate time-stamping, using GPS, PTP and NTP as inputs to measure latency in market data and order routing.

API Ecosystem store : The “QuantHouse API Ecosystem store” is a unique global initiative giving QuantHouse clients access to a diverse range of trading solutions such as order management systems, risk management and trading solutions, FIX Engine order routing features or transaction cost analysis systems and many more. All solutions are available as managed services via API delivery which provides rapid and cost effective results. The QuantHouse API Ecosystem is now the largest API ecosystem community of buy- and sell-side participants, exchanges, prime brokers, trading venues, hedge funds, market makers and other financial services partners and vendors.

WHO DO WE HELP with our MARKET DATA, ALGO TRADING and INFRASTRUCTURE SOLUTIONS ?

QuantHouse provides high performance API-based end-to-end systematic trading tools to more than 500 buy side, sell side, exchanges and financial technology providers such as DV Trading, Euronext, Goldman Sachs, Jane Street, London Stock Exchange Turquoise, Quest Partners, Virtu Financial, WH Trading to name a few.

To find out more about who we work with, access our press releases here.

You can also contact us here to understand how we can help you now.


News

September 18, 2020

QuantHouse wins “Best Market Data Newcomer” for its Historical Data On-Demand service at the WatersTechnology Inside Market Data and Inside Reference Data Awards 2020 [read more]

July 21, 2020

QuantHouse and EliData partner to offer market data and execution capabilities to financial institutions across Europe [read more]

June 30, 2020

QuantHouse to provide TSL machine learning capabilities as part of the QuantFactory cloud backtesting suite [read more]

Events

  • January 30th 2018 to January 31st 2018

    Battlefin Discovery Day Miami
    [read more]

  • March 15th 2018

    FIX Trading Community - EMEA Trading Conference 2018
    [read more]

  • April 9th 2018

    FIX Trading Community - Americas Trading Briefing 2018
    [read more]

  • April 25th 2018 to April 26th 2018

    Tradetech, Paris 2018
    [read more]

  • April 11th 2018 to April 12th 2018

    FOW Derivatives World Asia
    [read more]

  • May 7th 2018

    STAC Summit, Chicago
    [read more]

  • May 9th 2018

    THE TRADING SHOW Chicago 2018
    [read more]

  • May 10th 2018

    16th Asia Pacific Trading Summit (FIX)
    [read more]

  • May 31st 2018

    Hong Kong Exchange - Hosting Services Ecosystem Forum
    [read more]

  • June 13th 2018

    STAC Summit, New York
    [read more]

  • September 12th 2017

    Workshop on Time Compliance for MiFID II
    [read more]

  • September 26th 2017

    FIX Trading Community - Nordic Trading Briefing Agenda
    [read more]

  • September 21st 2017

    FOW Trading Singapore 2017
    [read more]

  • September 26th 2018

    THE TRADING SHOW New York 2018
    [read more]

  • September 20th 2018

    FOW Trading Singapore
    [read more]

  • October 17th 2017 to October 19th 2017

    FIA EXPO 2017
    [read more]

  • October 19th 2017

    FISD New York 2017
    [read more]

  • October 16th 2018 to October 18th 2018

    FIA EXPO 2018
    [read more]

  • November 8th 2018

    Quant World Canada 2018
    [read more]

  • November 1st 2017 to November 3rd 2017

    Preparing Derivatives for the new global landscape
    [read more]

  • November 14th 2017

    FISD Toronto 2017
    [read more]

  • November 14th 2017

    France Trading Briefing 2017
    [read more]

  • November 10th 2017

    Singapore FIX conference 2017
    [read more]

  • November 27th 2018 to November 29th 2018

    14th Annual Asia Derivatives Conference (FIA)
    [read more]

  • November 15th 2018

    Singapore FIX Conference 2018
    [read more]

  • November 16th 2018

    QUANT INSIGHTS 2018
    [read more]