QuantHouse is the global independent provider of high performance API-based market data and algo trading services.
Created in 2005 by a group of managers, IT experts and quant traders from the hedge fund and fintech communities, the team shares a combined vision that technology and finance will merge to the point that over time, automated and systematic trading will dominate. This vision has been corroborated through the rapid evolution of the capital markets over the last ten years, positioning QuantHouse as the default global provider in advanced trading solutions.
What we do
QuantHouse enables advanced trading firms and financial firms to accelerate their transitioning process from legacy trading infrastructures to ensure readiness for the future reality of entirely automated, artificial intelligence, machine learning-driven and multi-asset class trading.
QuantHouse helps 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 rationalise operating costs.
QuantHouse provides high performance API-based end-to-end systematic trading solutions with:
- QuantFEED, ultra-low latency market data technologies,
- QuantFACTORY, algo-trading development framework, and
- QuantLINK, proximity hosting and order routing services.
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.