• 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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  • SYSTEMATIC ALPHA SIGNS WITH QUANTHOUSE TO REDUCE QUOTE, EXECUTION TIMES

    9 May 2011

    New York based CTA Systematic Alpha Management (SAM) has extended its contract with QuantHouse, a leading supplier of next-generation trading systems, to include QuantLINK, an advanced trading infrastructure interconnecting the heart of exchanges with proximity hosting at the source. QuantLINK will enhance QuantHouse’s global order routing capabilities and co-location services within exchanges. As a result of the contract, SAM has placed two high performance servers in the QuantHouse facility in Chicago, located in the vicinity of the Chicago Mercantile Exchange (CME) data centre order matching engine. Using QuantLINK’s low-latency connection with the CME order server will significantly reduce overall quote and execution delays of CME futures trading orders. SAM estimates that Qua...

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  • QuantFACTORY Receives Award for Best Automated Trading Product for Strategy Development at Technical Analyst Awards 2011

    28 April 2011

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced that its QuantFACTORY alpha generation platform was chosen as the "Best Automated Trading Product in the Strategy Development category during The Technical Analyst Awards 2011. The ceremony was held at the Waldorf Hilton Hotel in London on April 14. QuantFACTORY, QuantHouse's automated trading platform, is an Integrated Development Environment (IDE) designed to optimize each step of the automated trading development cycle from model development to back-testing and live trading. The framework's openness and industry standard language utilization enables quant traders, researchers and developers to focus on quickly developing and deploying algorithmic strategies and business development. "It...

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  • OneTick Integrates with QuantFeed for Market Data

    20 April 2011

    OneMarketData, LLC, a leader in tick data management and analytics, and QuantHouse, the leading independent provider of low latency trading solutions, today announced the integration of QuantFEED, a unique end-to-end ultra low latency market data feed, into OneTick Database and CEP. For the integration, OneMarketData developed a real-time adapter to QuantFEED that allows OneTick to collect and normalize real-time market data and insert all QuantFEED's exchange feeds into OneTick's CEP engine and tick database. Development was done in conjunction with a mutual QuantFEED and OneMarketData European bank customer, who encouraged the development of the adapter. "QuantHouse and OneMarketData both have a long and proven track record of providing top-caliber services to the market," noted Rich...

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  • QuantHouse Announces Sub-millisecond Access to BM&F Bovespa Through the Combination of its Feed Handler and Co-Location Services

    12 April 2011

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today the availability of its BM&F Bovespa feed handler; allowing algo trading firms sub-millisecond access to the Brazilian exchange. This new feed handler leverages QuantFEED low latency market data technology: in-exchange co-location, programmed in C++ with a multi-threaded design and running on Linux 64bits with an optimized Kernel. The QuantHouse API can be used in various ways in order to meet client needs: via TCP/IP, Multicast or IPC (Inter Process Communication). 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 f...

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  • QuantHouse Extends its QuantLINK Network into the Nasdaq OMX Nordic Datacenter Putting Stockholm less than 12ms away from London

    24 March 2011

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions, announced today the extension of its QuantLINK proprietary fiber optic network into the Nasdaq OMX Nordic Exchange datacenter in Sweden. This new service gives clients based in Sweden access to the entire European and US low latency offering from QuantHouse while global clients can benefit from an even more optimized Nasdaq OMX Nordic data feed and order routing service. 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. "Clients now have the chance to leverage QuantHouse low latency market data and ord...

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  • QuantHouse Launches its QuantLINK Broker Program

    17 March 2011

    QuantLINK Broker Program provides the list of brokers which are cross-connected with QuantHouse global proprietary fiber optic network. With this information, QuantHouse clients are aware of which brokerage firms are available without any additional connectivity implementation.
    Find out more on http://www.quanthouse.com/quantlinkbrokerprogram

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  • QuantHouse Selects Greenline Latency Monitoring for QuantLINK Order Routing Services

    15 March 2011

    Greenline Financial Technologies, Inc., a leading provider of electronic trading marketplace solutions, today announced that QuantHouse, the leading independent provider of low latency trading solutions, has selected Latency Monitor, Greenline's latest product designed to monitor order flow, for end-to-end order message monitoring. QuantHouse is a provider of end-to-end solutions including low latency market data technologies, alpha generation development framework and infrastructure trading services for systematic trading firms who want to take the lead. "As the leading provider in low latency solutions, QuantHouse is dedicated to delivering advanced latency monitoring solutions for today's high-speed marketplace. Greenline's Latency Monitor will help us better monitor the status of o...

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  • OTKRITIE Selects QuantHouse for Market Data Feed and Strategy Testing

    22 February 2011

    OTKRITIE, one of the largest financial groups and leading providers of high frequency trading solutions in Russia, today announced that it has partnered with QuantHouse to enable clients to trade on RTS and MICEX while assisting with the development and deployment of their algorithmic trading strategies and business development. QuantHouse, the leading independent provider of end-to-end systematic trading solutions, will provide additional market data feeds and easier strategy testing thereby replacing clients’ existing in-house systems. OTKRITIE has selected QuantFEED, the firm’s end-to-end ultra low latency market data feed, which captures raw data from within the exchange, performs microsecond decoding and delivers normalised data through a single API (C++, Java or C#). QuantF...

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