QTX Ultra Low Latency Trading API provides reliable and ultra-low latency order execution for a wide variety of trading and order routing applications, normalized across equities, options, futures and forex markets.
This market access solution not only forms and submits each order to the chosen trading venue for direct market access, but also performs order and portfolio management, real-time order tracking, pre-trade risk checks, and system monitoring. To give a complete execution solution at lower development costs with vastly improved trade execution.
QuantX API has been used by top tier hedge funds, proprietary trading firms, and global investment banks to trade millions of dollars daily since 2011.
Clients have utilized QuantX API to power their direct market access trading needs including algo trading, high frequency trading, smart order routing, and market making.

QuantX Manged Services provides a premium one stop shop to set up a scalable quantitative desk for Hedge Funds, Brokers and other Institutional Asset Management Firms.

We provide our proprietary Ultra-Low latency API and server side algorithmic finesse by analysing the tick to tick feed and reducing the impact cost with innovative risk management systems to help our associations automate their strategies in ways where we could scale up the fund size and enhance the returns at the same time.

We have a dedicated team to make sure the infrastructure setup is in place to ensure the highest level of performance.

Our expertise in Arbitrage,Market Making and Risk Based Strategies makes sure we can target returns way above the industry standards while maintaining a high Sharpe Ratio.

Our proprietary concept of trading in synthetic securities of stable and predictable prices which are derived from dynamically adjusted portfolio of different securities helps enhance returns and manage risk.

Meanwhile our normalised API helps us to replicate our success in strategies across asset classes and exchanges.