Quantitative Brokers’ best execution algorithms for futures and fixed income now available to the QuantHouse community

Addressing quantitative traders’ need for access to high quality algo execution solutions

London, New York City, 16 October 2018: QuantHouse, the leading independent global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure solutions, today announced access to Quantitative Brokers’ (“QB”) best execution algorithms for futures and fixed income.

QB is a global, independent technology company providing advanced execution algorithms and analytics for global futures and US cash treasury markets.

QB provides highly specialized algorithmic strategies designed to optimize execution and minimize market impact for outright, listed spread and inter-commodity trades. To meet the ever increasing need from today’s quant traders for streamlined access to such services, QB has made its services accessible through the qh API Ecosystem store. 

Salloum Abousaleh, Managing Director, Americas, QuantHouse, said, “QuantHouse is excited to welcome QB to the qh API ecosystem store. 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.”

Alastair Hawker, Global Head of Sales, Quantitative Brokers, commented, “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.”

END

Media contacts:
Lindsay Clarke, Holly Finn
Streets Consulting
lindsay.clarke@streetsconsulting.com
holly.finn@streetsconsulting.com
Tel: 020 7959 2235

QB contact:
Eric Hazard
Vested
qb@fullyvested.com
Tel: +1 917 765 8720

About QuantHouse

QuantHouse provides end-to-end systematic trading solutions. This includes ultra low latency market data technologies with QuantFEED, algo-trading development framework with QuantFACTORY and proximity hosting and order routing services with QuantLINK.

We help hedge funds, market makers, investment banks, brokers and trading venues achieve optimal trading performance, develop and integrate new trading strategies, comply with regulatory requirements, test existing and new trading infrastructure tools and rationalize operating costs. 

The “QuantHouse API Ecosystem” is a unique global initiative with the objective to provide the framework within which capital markets participants can quickly and easily gain access to multiple trading venues, technologies or applications through standard APIs. The QuantHouse API Ecosystem has developed over time to what 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.

For more information, please visit quanthouse.com, follow us on Twitter @quanthouse or visit our LinkedIn Page. 

About Quantitative Brokers

Quantitative Brokers, an independent, global financial technology company, provides advanced algorithms and data-driven analytics to clients in the Futures and US Cash Treasury markets. The company is built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise. QB continually develops and innovates an evolving suite of products to reduce implicit trading costs for its clients. Headquartered in midtown Manhattan, QB has offices in London, Chennai, and Sydney.

To learn more, visit www.quantitativebrokers.com and follow us on Twitter and LinkedIn.