QuantX Ultra Low Latency Arbitrage Solutions Maximize your fill rates by leveraging QuantX API to achieve tick-to-trade performance in under 2 microseconds and at the same time minimizes the slippage cost in multi leg execution.
Our normalized programs can be used to establish inter-asset, inter-exchange arbitrage across asset classes.
The Programs can be extended for market making in various exchanges.

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.