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

QuantHouse Adds Quantitative Brokers’ Algos to API Ecosystem

Subscribe to our newsletter

QuantHouse has added access to Quantitative Brokers’ (QB) best execution algorithms to its qh API Ecosystem. QB provides specialised algorithmic strategies designed to optimise execution and minimise market impact for outright, listed spread and inter-commodity trades across global futures and US cash treasury markets.

Alastair Hawker, global head of sales at Quantitative Brokers, comments: “QB’s algorithms are designed to provide a hidden footprint while working to achieve the best possible execution. This is made possible by QB’s proprietary micro structure research, analytics, event tracking and short-term pricing signals. We look forward to helping more clients improve their execution through QuantHouse’s ecosystem store.”

Salloum Abousaleh, managing director, Americas, at QuantHouse, adds: “Our quant and systematic buy-side clients, such as global macros, CTAs and hedge funds, can now leverage QB’s advanced algorithms for best execution and analytics. We have seen a significant increase in demand from the buy-side not only for best execution, but also quality insights and access to a dashboard.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Enhancing Buy-Side Trading Efficiency: Navigating Interoperability and AI in Real Workflows

Date: 26 June 2024 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Enhancing Buy-Side Trading Efficiency: Navigating Interoperability and AI in Real Workflows Emerging capabilities in AI and interoperability are transforming trading workflows, with the promise of heightened levels of collaboration and personalisation resulting in greater efficiency and performance. The potential...

BLOG

CTM Debuts New Tri-Party Matching Workflow for Prime Brokers with Société Générale as First to Go Live

The Depository Trust & Clearing Corporation (DTCC), the leading provider of post-trade market infrastructure for the global financial services industry, has announced Société Générale as the first Prime Broker to adopt the Central Trade Manager’s (CTM) automated tri-party trade matching workflow. This development comes as the financial services sector worldwide braces for T+1 and more...

EVENT

Data Management Summit London

Now in its 14th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

The Global LEI System – A Solution for Entity Data?

The Global LEI System – or GLEIS – has been in development since the middle of last year. Development has been patchy at times, but much has been done, leaving fewer outstanding issues, but also raising new questions. What’s emerging is a structure for the GLEIS going forward, complete with a mechanism for registering and...