• QuantHouse launches algo-trading stress testing solution from Interxion London for MIFID II

    11 July 2017

    The new platform helps financial firms meet their MiFID II algo testing requirements London, 11 July 2017: QuantHouse, the leading independent global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure solutions, today announced the launch of its algo-trading stress testing solution to help financial firms meet their MiFID II testing requirements. Hosting the new platform at Interxion in London, ensures that all QuantHouse and Interxion community members benefit from ultra-low latency access to the new solution. Partnering with Interxion, a provider of carrier and cloud-neutral colocation data centre services in Europe means QuantHouse’s new stress testing solution is made available via a single cros...

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  • QuantHouse wins ‘Best Low Latency Data Feed’ at the 2017 Intelligent Trading Technology

    9 June 2017

    London, 9th June 2017: QuantHouse, the leading independent global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure solutions, has been awarded ‘Best Low Latency Data Feed’ vendor at the Intelligent Trading Technology Awards 2017. The ITT Awards 2017, organised by A-Team Group, are designed to acknowledge excellence in trading technology within capital markets, and focus on the community of specialised suppliers of trading operations technology. The awards were judged by a carefully selected panel of A-Team Group and Intelligent Trading editors together with other financial services experts. Once firms were shortlisted for a category, winners were then selected by Intelligent Trading readers. Stephan...

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  • Rival Systems Integrates with QuantHouse’s Ultra-Low Latency Market Data Feed

    9 May 2017

    Further Expanding its Equities Offering and Global Reach CHICAGO, LONDON, 9 May 2017 – Rival Systems (Rival), an award-winning provider of trading and risk management software, today announced that it has integrated into its trading platform QuantHouse’s end-to-end ultra-low latency market data feed. The integration of QuantFEED into the Rival Trader and Rival API platforms further strengthens Rival’s multi-asset class offering with one of the fastest, most comprehensive global market data offerings available. The move enables mutual clients of Rival and QuantHouse to benefit from the ability to seamlessly pull QuantFEED data into Rival’s front-end trading and algorithmic strategy development software, with the flexibility to configure the market data to meet their varying latency...

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  • Metori Capital Management selects QuantHouse’s QuantFACTORY to automate its trading portfolio

    20 April 2017

    London, 20 April 2017: QuantHouse, the global provider of advanced trading solutions, today announced that Metori Capital Management has selected QuantFACTORY to automate its trading portfolio. QuantHouse provides end-to-end systematic trading solutions including QuantFEED, its ultra-low latency market data technologies, QuantFACTORY, its algo-trading development framework and QuantLINK, its proximity hosting and order routing services. QuantHouse helps trading venues, hedge funds, market makers, proprietary desks, brokers and sell-side firms achieve optimal trading performance. Metori Capital was set up by former executives of LYXOR Asset Management as an independent firm to manage the EPSILON funds worth circa EUR 400 million. Metori Capital will be managing the EPSILON funds through th...

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  • Turquoise selects QuantHouse to extend Turquoise Plato™ midpoint matching services across Europe

    1 March 2017

    London, 1st March 2016: QuantHouse, the global provider of innovative market data services, trading and infrastructure solutions, today announced that Turquoise® has extended the QuantHouse real-time primary market data feeds to its Turquoise Plato™ midpoint matching services, including the award winning Turquoise Plato Block Discovery™, to cover securities of 18 European countries, including those recently added emerging markets Czech Republic and Hungary. Dr Robert Barnes, CEO Turquoise®, said: “QuantHouse provides bid and offer prices from primary markets which Turquoise® references within its Turquoise Plato™ order book innovations such as Turquoise Plato Block Discovery™, Turquoise Plato Uncross™, and Turquoise Plato Dark Lit Sweep™ that offer investors benefits of p...

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  • Turquoise® selects QuantHouse to extend its Turquoise Plato™ midpoint matching services for CEE region

    19 October 2016

    QuantHouse, part of S&P Global Market Intelligence, the global provider of innovative market data services, trading and infrastructure solutions, has announced an extension to the primary market real- time data feeds it provides to Turquoise® for its Turquoise Plato™ midpoint matching services, including Turquoise Plato Block Discovery™ and Turquoise Plato Uncross™. Turquoise® will be using QuantHouse QuantFEED solution to support its Emerging Markets strategy within Central and Eastern Europe, by providing midpoint trading within the Turquoise Plato™ order book for securities admitted from Czech (Prague) and Hungarian (Budapest) markets. QuantHouse is developing the breadth of its services in response to continued client demand for enhanced access including to the CEE regi...

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  • How have vendors across the electronic trading ecosystem responded to the changing role of Fintechs?

    11 August 2016

    Interview with Eric Neo Industry discussions have largely focused on how regulations affect the Asia-Pacific region and how trades with China are evolving notably through the HKEX Stock Connect. The year 2016 has also kicked off a trend of consolidation of technology and operations throughout banks, exchanges, vendors and the buy-side. Over the first two quarters, the QuantHouse team had the chance to interact with electronic trading participants at industry events such as Derivatives World Asia, the Hong Kong Ecosystem Forum and the Asia Pacific Trading Summit. These were great opportunities to discuss the global electronic trading outlook, the changing role of Fintechs, the fate of the sell-side, and financial services in the coming years. More specifically, we’ve decided to look int...

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  • QuantHouse is on the road, come & meet us...

    12 May 2016

    QuantHouse, part of S&P Global Market Intelligence, the global provider of innovative market data services, trading and infrastructure solutions, is on the road to introduce all our particularly innovative automated trading solutions. All dates and locations are on our LinkedIn company page.

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  • QuantHouse announced today the extension of its QuantLink proprietary fiber optic netwo

    12 April 2016

    London, 12 April 2016 QuantHouse, part of S&P Global Market Intelligence, announced today the extension of its QuantLink proprietary fiber optic network into the NEW VASBY Nasdaq OMX Nordic Exchange datacenter in Sweden. Nasdaq Nordic took the decision in the beginning of 2015 to move out from the current LUNDA data center located west of Stockholm to the new VASBY data center north of Stockholm. Operated by DigiPlex, this new data center is in Upplands Väsby close to Stockholm-Arlanda airport. This new service from QuantHouse gives clients based in Sweden access to the entire European, US and Asia low latency QuantFEED and QuantLINK offering while global clients can benefit from an even more optimized Nasdaq OMX Nordic data feed and order routing service. QuantHouse is a provider of...

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  • QuantHouse, part of S&P Global Market Intelligence, announced today the signature of a major US automated trading hedge fund

    17 February 2016

    London, 17 February 2016 QuantHouse, part of S&P Global Market Intelligence, announced today the signature of a major US automated trading hedge fund“.

    Quant House, the leading provider of end-to-end automated trading solutions announced today that it has been selected by a major US hedge fund, to provide its QuantFEED and QuantLINK low latency technologies for US and Asian markets. QuantHouse is a provider of end-to-end advanced trading solutions including low latency market data technologies, an alpha generation development framework and infrastructure trading services for systematic trading firms who want to take the lead.

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