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

Recorded Webinar: The Role of Data Fabric and Data Mesh in Modern Trading Infrastructures

The demands on trading infrastructure are intensifying. Increasing data volumes, the necessity for real-time processing, and stringent regulatory requirements are exposing the limitations of legacy data architectures. In response, firms are re-evaluating their data strategies to improve agility, scalability, and governance. Two architectural models central to this conversation are Data Fabric and Data Mesh. This...

BLOG

BondWave Expands TQA Capabilities, Extends Execution Analytics in Latest Effi Release

BondWave, the fintech specialising in fixed income analytics and workflow tools, has rolled out a new release of its Effi platform that significantly expands the scope and depth of its Transaction Quality Analysis (TQA) capabilities, reflecting a broader industry push to bring greater rigour, context, and comparability to fixed income execution analytics. The latest enhancements...

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

Pricing and Valuations

This special report accompanies a webinar we held a webinar on the popular topic of Pricing and Valuations, discussing issues such as transparency of pricing and how to ensure data quality. You can register here to get immediate access to the Special Report.