QuantHouse adds Quantitative Brokers best ex algos to API initiative

Quantitative Brokers’ best execution algorithms for US cash treasury markets and global futures will be available via QuantHouse’s API ecosystem.

Quantitative Brokers’ (QB) best execution algorithms for futures and fixed income is set to become available to QuantHouse clients via its API Ecosystem.

QB’s best execution algorithms for US cash treasury markets and global futures, which offer strategies to optimise execution and minimise market impact for outright, listed spread and inter-commodity trades, will be accessible through the ‘qh API Ecosystem’.

The API initiative, launched in September last year, assists FinTech providers with turning their software and hardware products into global and on-demand solutions, with traditional industry models of per-customer implementation often considered slow and costly.

“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,” said Salloum Abousaleh, managing director for the Americas at QuantHouse.

“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.”

Last month, QB expanded into the Asia Pacific region with a new office in Sydney, Australia for 24-hour trading in US cash treasury markets and futures. Initially supporting CME and ICE, QB plans to expand to new exchanges including the Australian Securities Exchange (ASX) and the Japan Exchange Group (JPX).

“QB’s algorithms are designed to provide a hidden footprint while working to achieve the best possible execution,” Alastair Hawker, global head of sales at QB commented.

“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.”