• QuantHouse Offers Co-Location and DMA Services to CME Group

    21 February 2012

    New York, Paris and London: QuantHouse, the leading provider of next generation trading solutions, announced the availability of its co-location and DMA services within the recently opened CME Group co-location facility in Aurora; allowing systematic trading firms to benefit from close proximity to the CME Globex match engine, reduced latency and direct access to the exchange’s liquidity centre. The trend for co-location services, particularly in the US, has increased significantly in recent years due to the growth of low latency trading internationally. Exchange operators, including NYSE Euronext, NASDAQ and most recently CME Group (all QuantHouse partners), have responded by opening their own data centres, thus assisting brokers and trading firms in meeting client demands. The Auro...

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  • QuantHouse Extends Sub-Millisecond Access to Hotspot FX

    30 January 2012

    QuantHouse, the leading provider of next generation trading solutions, announced the availability of its Hotspot FX feed handler, allowing algorithmic trading firms sub-millisecond access to one of the leading FX ECN (Electronic Communications Network) marketplaces. Adoption of electronic trading continues to increase in the global FX market. Given that markets remain fragmented, the need to source multiple liquidity pools simultaneously has only strengthened the overall position of investing in new infrastructure. In recent years, a new breed of active market participants has driven significant innovation in trading technology. As traders navigate through growing complexity within the marketplace, development and implementation of strategies have become a vital part of some of the mor...

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  • QuantHouse offers direct low latency access to SIX Swiss Exchange

    12 December 2011

    QuantHouse, the leading provider of next generation trading solutions, has extended its QuantLINK proprietary fibre optic network into the Zurich-based SIX Swiss Exchange. The service allows buy- and sell-side firms located in Switzerland, access to the low-latency offering, while global clients will benefit from a more optimised data feed and order routing service. QuantLINK, the firm’s high performance global trading infrastructure service, interconnects the cores of multiple exchanges with proximity hosting at the source, ensuring clients can operate trading systems in close proximity to the exchange matching engine, while addressing the demand to reduce connectivity costs and latency. The solution can complement or replace existing legacy infrastructures. Pierre Feligioni, Gener...

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  • PLUS Trading Solutions launches exchange trading platform; Selects QuantHouse for ultra-low latency market data and EBBO

    30 November 2011

    Designed to address the needs of MiFID II through a combined, fully managed high performance trading platform, surveillance and market data services solution with the benefit of full exchange regulation PLUS Trading Solutions (PLUS-TS), a trading technology platform and regulatory managed services provider operated by PLUS Markets Group (The Group), has launched PLUSMatch - the firm's high performance in-house developed exchange trading platform. The system design is based on a flexible and highly scalable framework that can be customised to the requirements of the trading venue operated, with support of multiple asset classes including equities, derivatives, FX and bonds. To coincide with this, PLUS-TS has selected QuantHouse, the leading provider of next generation trading solutions....

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  • QuantHouse launches 'QuantBOX MDOE' for ultimate trading performance and flexibility

    14 November 2011

    New York, Paris and London: QuantHouse, the leading provider of next generation trading solutions, has launched QuantBOX, the firm’s FPGA-based Market Data Offload Engine (MDOE), in response to high industry demand. The service combines the processing power of a hardware accelerator and the flexibility of cutting-edge software. Increases in market activity and the never-ending race to reduce trading latency, has led the way for decoding times to be streamlined thereby enabling trading firms to benefit from latencies with less than 0.6 microseconds from the current levels. FPGA works by using thousands of processing engines, connected to one another, each performing its task in one or several processing pipelines. By correctly tuning the architecture, it is possible to process incoming da...

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  • QuantHouse Announces Record Sales to Banks

    2 November 2011

    QuantHouse Announces Record Sales to Banks: Confirms Global Evolution from Legacy to Next Generation Data Solutions QuantHouse, the leading provider of next generation trading solutions, today announced a significant uptake of the firm’s ultra-low latency market data solution among top tier investment banks as the sector looks to improve financial efficiency and adapt rapidly to market conditions. The firm’s ultra-low latency market data solution, QuantFEED – captures raw data co-located within the exchange, performs micro-second decoding and delivers normalized data through a single API (application programming interface). Written in C++, with a multi-threaded design running on Linux, the product leverages QuantHouse feed handler technology. The QuantHouse proprietary fiber opt...

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  • TOM (The Order Machine) Selects QuantHouse to Power SOR Solution

    6 October 2011

    QuantHouse, the leading provider of next generation trading solutions, today announced that TOM (The Order Machine), the new Netherlands-based retail smart order router (SOR) for equities and derivatives, has selected the firm to supply real-time feeds of market data from the European trading venues. New regulations over the past couple of years, aimed at promoting cross border competition between exchanges and investment firms while improving price discovery and investor protection, has led to significant changes across the financial landscape. In particular, new exchanges (Regulated Markets and Multilateral Trading Facilities) have been established and SORs developed, including TOM which seized the opportunity and built its own technologies. TOM’s SOR, TOM Smart Execution, offers...

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  • Otkritie and QuantHouse Launch Low Latency Market Data for MICEX; Accessible from both London and Moscow

    28 September 2011

    TradeTech Russia, Moscow: Otkritie Capital, one of the largest financial groups in Russia, has partnered with QuantHouse, the leading provider of next generation trading solutions, to launch low latency market data for MICEX, the country’s main equity market, via the company’s QuantFEED solution. The collaboration allows Otkritie’s international clients a competitive advantage in terms of market data latency. This, in combination with Otkritie’s fastest order routing into Moscow, will give its clients the cutting-edge into the matching engine. It also opens up Russian securities to a broader investor audience with global participants being able to get Russian data through a consolidated feed. The demand for high speed technology from alternative venues, brokers and high frequen...

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  • Growing role of automatic FX trading

    22 September 2011
    City A.M.

    OVER the last two years, we have witnessed a significant increase in demand to trade automatically in the FX market. Even if it is to follow the same trend as the equity and futures markets after Mifid – its high levels of liquidity and huge volumes of trade per day makes it a very attractive market for automated trading – this is a complex and very specific market to enter. In the FX market, the need for speed is measured in milliseconds rather than microseconds. And although we are in the automated trading (HFT) space, the FX market is still far from entering the high frequency space because of its current structure and lack of best execution practices. Speed will be critical because the FX matching engine locations are very distant; the three main venues are New York, London and T...

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  • QuantHouse hires to help Asia expansion

    1 September 2011
    Financial Times (FT)

    QuantHouse, a French trading technology group, plans to launch in Asia in the coming year and prepared for its ambitious expansion plans on Wednesday with the appointment of two senior executives. The Paris-headquartered group named Laurence Saunier and Philippe Iteney as chief financial officer and chief information officer respectively as it confirmed it would open an office in the fast-growing Asia-Pacific market in the next 12 months to add to its operations in New York, London and Paris. “QuantHouse has an established presence across several major financial centres and, in order to grow that further, namely in Asia, recruiting the best talent from across the industry will remain a priority,” said Pierre-François Filet, chairman and co-founder. The group, founded nearly a dec...

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