• 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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  • ONE OF THE TOP US INVESTMENT BANKS GOES LIVE WITH QUANTHOUSE and TBRICKS solutions

    15 February 2011

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today that one of the top US investment bank went live using TBRICKS systems and the QuantFEED ultra low latency market data solution in a fully hosted set-up allowing the client to go live in less than 6 weeks. TBRICKS offers groundbreaking technology to satisfy ambitious proprietary trading professionals. TBRICKS provides unprecedented scalability and unmatched performance, and has been designed for strategy based trading as well as computer-aided manual trading. 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 wa...

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  • HFT Pushes the Market Forward to Adopt Next Generation Technology

    31 January 2011
    The High Frequency Trading Review

    In this interview for the High Frequency Trading Review, Mike O’Hara talks to Stephane Leroy, Head of Global Sales and Marketing at technology vendor Quant House, an independent global provider of end-to-end systematic trading solutions.

    At Quant House, Mr. Leroy is responsible for developing and executing the company sales and marketing strategies.

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  • QUANTHOUSE REPORTS A 2010 TRIPLE DIGIT BUSINESS GROWTH RATE confirming its position as the global leader of low latency trading

    25 January 2011

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today that it has recorded impressive 2010 business results with a triple digit business growth rate confirming its position as the global leader of low latency trading solutions. The performance comes on the back of similar business results for the third year in a row and is accompanied by many contract signatures with global names among the Top 20 banks, Hedge Funds and Exchanges / MTFs community. 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. 2010 highlights include: The achievement of t...

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  • Marvelsoft Integrates QuantHouse Technologies into its Algorithmic Trading Solutions

    16 December 2010

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today that Marvelsoft , a specialist in algorithmic trading, has integrated the QuantFEED native API into all new releases of its algorithmic trading solutions. Marvelsoft helps companies work smarter by delivering innovative, comprehensive and cost-effective e-Trading solutions, supported by consultancy services focused on the implementation and support of financial systems. Marvelsoft provides trading algorithms and software programming to experts in financial markets, enabling them to face even the most complex business challenges. QuantHouse is a provider of end-to-end advanced trading solutions including low latency market data technologies, an alpha generation development framework a...

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  • Global Cap, a Swiss Based start-up Hedge Fund, From Research to Live Trading in less than 3 months using QuantFACTORY

    22 September 2010

    Global Cap, a Swiss Based start-up Hedge Fund, From Research to Live Trading in less than 3 months using QuantFACTORY Reinforcing its Leadership as Trading Platform of Choice for Quants QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today that Global Cap, a Swiss based systematic trading Hedge Fund, has selected QuantFACTORY as core technology to develop, backtest and execute trading strategies. The QuantFACTORY suite of products offers a complete set of tools to manage the end-to-end quantitative strategy and program development cycle from alpha research, coding and back-testing to real time execution. Based on a .NET framework and fully integrated within Visual Studio, QuantFACTORY provides an Event based Processing framework which ...

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  • The LSE selects QuantHouse to provide global order routing services to co-located clients

    9 September 2010

    New Multi Market Order Routing Service for Exchange Hosting Clients QuantHouse service provides access to all major US and European markets from central London location Complements existing ultra low latency market data feeds Free one month trial The London Stock Exchange today announced that QuantHouse is to offer an ultra low latency order routing service to clients located in the Exchange's hosting facility. The new order routing service operates on QuantLINK, an ultra fast network, and provides access to all major European and US execution venues. QuantHouse is offering all LSE hosted clients a free one month trial of the new order routing services, alongside its multiple market data feeds. Both services are available within the Exchange's central London data centre, strategica...

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  • QuantHouse Announces QuantFACTORY v5 Reinforcing its Leadership as Trading Platform of Choice for Quants

    29 June 2010

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today the release of a major upgrade of its flagship automated trading platform QuantFACTORY with the version 5.0. The QuantFACTORY suite of products offers a complete set of tools to manage the end-to-end quantitative strategy and program development cycle from alpha research, coding and back-testing to real time execution. Based on a .NET framework and fully integrated within Visual Studio, QuantFACTORY provides an event based processing framework which helps Quant traders to develop computerized trading strategies in a Multi-asset class and multi time frequency environment. From data management and strategy development to effective execution monitoring, QuantFACTORY provides the appropr...

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  • QuantHouse selects Interxion to complete its London based data centre coverage

    21 May 2010

    Interxion, a leading European provider of carrier-neutral colocation data centre services, today announced that QuantHouse, an independent provider of low-latency trading solutions, is now delivering its services from Interxion’s Financial Hub in its City of London data centre. QuantHouse’s global fibre optic network, used by buy- and sell-side firms to gain sub-millisecond access to exchange matching engines across the globe, is now available to Interxion’s existing and future financial services customers. 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. Interxion’s Financial Hub d...

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  • QuantHouse announces support for Inter Process Communication allowing sub-microsecond communication performance

    12 May 2010

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today the release of a major enhancement of its QuantFEED technology allowing sub-microsecond communication performance between market data normalisation and client trading strategy processes. Inter-process communication (IPC) is a set of techniques for the exchange of data among multiple processes running on the same physical computer. QuantHouse is a provider of end-to-end advanced trading 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. Commenting on the announcement, Denery Fenouil, CTO & co-Founder of QuantHouse, said: "QuantHouse clients ...

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