Deep Blue Capital Dives into Asia with QuantHouse Data

Deep Blue Capital will use QuantHouse to source data from exchanges across Asia-Pacific

Deep Blue Capital, a Dutch automated trading firm specializing in statistical arbitrage, is expanding its global trading activities into Asia, and will source low-latency data from the main Asia-Pacific markets via French low-latency technology and data vendor QuantHouse, under an expanded relationship with the vendor, announced last week.

The firm currently sources European and US data via QuantHouse's ultra-low-latency QuantFeed datafeed, but is expected to expand its existing deal to include