QuantHouse adds Actant’s derivative trading solutions


Quantitative Brokers’ execution algorithms now available to the QuantHouse community

QuantHouse, the independent global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure solutions, has announced that Actant’s derivative trading solutions have now been added to the QuantHouse API Ecosystem.

Actant’s trading solutions deliver unique algorithmic programming flexibility and control to proprietary trading firms, market makers, investment banks and hedge funds trading the world’s major derivative and equity exchanges.

By combining their automated trading services with QuantHouse’s market data and underlying infrastructure, Actant can now offer fully hosted solutions globally, while QuantHouse API Ecosystem participants can access advanced derivative and risk analytics services in real-time, via a single API.

John Superson, Head of Strategy, QuantHouse, said:

We have been actively building out our one stop API ecosystem shop for Quant traders to ensure our clients have access to a broad range of new technologies which they leverage and add to their tailor-made solutions. Adding Actant, an automated trading solution for the financial markets, delivers what we believe are critical components for today’s sophisticated quant trader.

Dan Sacks, CEO, Actant, commented:

By leveraging QuantHouse’s technology, we are able to expand Actant’s global reach by integrating into their API Ecosystem, making our software available on demand to all QuantHouse and Actant clients. Our clients are always looking towards the latest sophisticated advanced trading solutions, and we see great potential in expanding other product lines through our partnership with QuantHouse.

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QuantHouse adds Actant’s derivative trading solutions

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