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

A-Team Insight Blogs

Itarle Forges Algo Distribution Deal with Celer Technologies

Subscribe to our newsletter

By Zoe Schiff

Itarle, a global provider of white labeled, multi-asset algo trading and smart order routing capabilities, has signed a distribution agreement with London-based Celer Technologies. The arrangement is part of Itarle’s strategy of partnering with leading order and execution management systems.

Under the terms of the deal, Itarle will release new algorithms through Celer’s multi-asset OMS and EMS platform, creating a new channel for adding to the more than 70 financial institutions that currently make use of its private-label trading strategies.

According to Paul Lynch, CEO of Itarle remarked, “Cultivating new relationships with the leading OMS and EMS providers is a logical extension to our services… Our clients will benefit from access to an extended range of markets and additional asset classes through the advanced platform that Celer provides.”

Itarle offers its quantitative trading strategies to sell-side clients only, eliminating potential conflict of interest from maintaining customers on both sides, and minimizing the potential for information leakage.

Ben Cuthbert, CEO of Celer, meanwhile reckons the deal with Itarle “will further extend the trading efficiencies offered through Celer.” Celer’s Fund-in-a-Box offering helps startup hedge funds and execution-only brokers create the kind of electronic trading functionality that allows them to compete with established players.

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

The Silo Tax: Why the Buy-Side Trading Desk can No Longer Afford its Own Structure

Take a look at any large buy-side trading operation and the architecture is much the same as it was a decade ago: separate teams for equities, FX, and fixed income, each running its own systems, its own data feeds, and its own operational headcount. The asset classes are different, the rationale runs, so the desks must be...

EVENT

ExchangeTech Summit London

A-Team Group, organisers of the TradingTech Summits, are pleased to announce the inaugural ExchangeTech Summit London on May 14th 2026. This dedicated forum brings together operators of exchanges, alternative execution venues and digital asset platforms with the ecosystem of vendors driving the future of matching engines, surveillance and market access.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...