• 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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  • QuantHouse Provides Sub-Millisecond Access to Direct Edge Data

    11 July 2011

    QuantHouse, the leading provider of next generation trading solutions, today announced the availability of its Direct Edge feed handler, allowing algorithmic trading firms sub-millisecond access to America's newest stock exchange. The firm's ultra-low latency market data solution, QuantFEED - captures raw data co-located within the exchange, performs sub-millisecond 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 optic network allows its clients to receive the QuantFEED Direct Edge feed from any of the 15 QuantHouse 'Points Of Presence' within the US and European exchange data and proxim...

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  • QuantHouse Unveils Fastest and Most Flexible Pan-European BBO Feed Tailored for Systematic Trading Firms

    28 June 2011

    QuantHouse, the leading provider of next generation trading solutions, today announced the availability of its consolidated order book solution, to build the fastest and most flexible European Best Bid and Offer (EBBO), giving insight into the entire liquidity available across all of Europe's MTFs and primary exchanges. 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 ultra-low latency EBBO Feed is highly configurable. Clients will benefit from many other advanced features in...

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  • Vegasoul Capital Management (Asia) Limited Selects QuantHouse Next Generation Trading Solutions for Global Trading

    17 May 2011

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today that Vegasoul Capital Management (Asia) Limited has selected its QuantFEED and QuantLINK end-to-end ultra low latency solutions to facilitate its global trading. Vegasoul Capital Management is a research driven asset management firm utilizing proprietary quantitative trading strategies and risk management systems. 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. Commenting on the announcement, Pierre FELIGIONI, CEO & co-Founder of QuantHouse, said: "As one of the most active hedge ...

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