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

WH Trading Uses QuantHouse for Low-Latency Global Market Access

Subscribe to our newsletter

WH Trading, a tech-savvy global proprietary trading firm, is using QuantHouse solutions QuantLINK and QuantFEED to support low-latency global market access.

The Chicago based firm, which trades futures and options markets across US, Europe and Asia, is using QuantLINK, QuantHouse’s ultra-low latency 40G network, to enable market access and delivery of market data at low latency speeds. The connectivity performance of the QuantLINK network is continually improved to ensure the latest and fastest routes are available with new exchanges and alternative trading venues being constantly added. QuantFEED handles upgrades and updates to ensure optimum connectivity routing to required markets at the lowest possible latency.

Mike Madigan, chief technology officer at WH Trading, says: “We look to deploy only technology excellence and believe trading performance can be mapped to the quality of trading infrastructure in place. We use QuantHouse raw exchange connectivity at a number of global exchange venues.”

Salloum Abousaleh, managing director Americas at QuantHouse, comments: “WH Trading is one of the largest market makers trading on global markets. It also leads the field in terms of using the latest and most advanced technology, whether built in-house or outsourced to third parties. We are seeing increasing demand for quantitative trading tools, not only from innovative proprietary trading firms, but also from alternative investments, hedge funds and asset managers.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes 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...

BLOG

Exegy Acquires NovaSparks to Accelerate Convergence at the FPGA Layer

Exegy, the low-latency market data, trading, and execution technology provider, has agreed to acquire NovaSparks Inc., the specialist in Field Programmable Gate Array (FPGA) enabled market data and trading products. Exegy’s move to bring NovaSparks into the group signals a clear intent to exert deeper control over the FPGA-driven market data pipeline, from normalisation and...

EVENT

Eagle Alpha Alternative Data Conference, Spring, New York, hosted by A-Team Group

Now in its 9th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Preparing For Primetime – How to Benefit from the Global LEI

They say time flies when you’re enjoying yourself, and so it seems the industry have been having a blast with its preparations for the introduction of the global legal entity identifier (LEI) next month. But now it’s time to get serious. To date, much of the industry debate has centred on the identifier itself: its...