• BATS Europe selects QUANTHOUSE low latency market data solutions for its European Marketplace

    9 March 2010

    QuantHouse, the leading independent provider of low latency trading solutions, announced today that BATS Europe, the fast-growing pan-European multilateral trading facility, has selected QuantHouse to supply real-time feeds of market data from other European trading venues. BATS Europe uses the data from primary listing markets and other MTFs to support its trading operations and specific order types on its marketplace, as an input for market analytics, and to support its recently launched smart 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 move ahead. BATS Europe executes more...

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  • SunGard integrates algo trading systems with QuantHouse data feeds

    2 March 2010
    FINEXTRA
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  • QUANTHOUSE REPORTS A 2009 TRIPLE DIGIT BUSINESS GROWTH RATE

    11 February 2010

    QuantHouse, the leading independent provider of low latency trading solutions, announced today a record year for 2009; with a triple digit revenue growth accompanied by many contract signatures with global names such as Credit Suisse, the London Stock Exchange, Turquoise and many more. This achievement reflects QuantHouse's consistent focus on anticipating market demand through substantial R&D investments, superior business development and service delivery capabilities. 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 move ahead. 2009 highlights include: The achievement of triple digit revenue growth i...

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  • London Stock Exchange selects QuantHouse to provide Low Latency Market Data solutions to its hosted clients

    9 November 2009

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today that London Stock Exchange has selected QuantHouse to provide a low latency market data feed to its Exchange Hosting customers. 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. Under the agreement, London Stock Exchange’s co-located customers can sign-up to QuantHouse’s ultra low latency market data feeds, providing access to all main global exchange venues. Commenting on the announcement, Pierre-François Filet, CEO & co-Founder of QuantHouse, said: "The London Stock Exchange’s decision to choose ...

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  • European based asset manager Quantam selects QuantHouse global low latency trading solutions

    13 October 2009

    QuantHouse, the leading provider of end-to-end systematic trading solutions announced today that Quantam, a leading European based asset manager, has selected QuantFEED low latency market data solutions together with QuantLINK proximity hosting and order routing services to benefit from QuantHouse's sub millisecond Direct Market Access in Europe and the US. 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. Commenting on the announcement, Pierre Feligioni, GM & Co-Founder of QuantHouse, said: "Latency sensitive buy side clients are expecting high performance systematic trading technologies to optimize their tra...

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  • CM CIC Securities selects QuantHouse low latency trading solutions to power its Smart Order Routing and Algo-Trading application

    21 September 2009

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today that CM-CIC Securities, the investment arm of CM4-CIC group which is one of Europe's leading banking groups with equity of EUR 18.4 billion, has chosen QuantHouse's ultra low latency trading solutions to provide Value Added Execution Services to its clients across European equity markets. The solution is composed of QuantFEED, QuantHouse's end-to-end ultra low latency market data technology and QuantLINK, QuantHouse's proximity hosting and order-routing services. Commenting on the announcement, Pierre Feligioni, GM & Co-Founder of QuantHouse, said: "We are delighted to work with CM-CIC Securities proving the performance of QuantHouse's low latency trading solutions. By controlling th...

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  • QuantHouse announces the availability of its Low Latency Data Feed for IntercontinentalExchange

    8 September 2009

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today the availability of its low latency data feed for the IntercontinentalExchange® (NYSE: ICE®), a leading operator of regulated global futures exchanges, clearing houses and over-the-counter (OTC) markets. Combined with its unique global proprietary fiber optic distribution network, QuantHouse feedhandler technology allows its clients to get a normalized ICE data feed through a single API in 10 milliseconds from New York and 42 millisecond from Europe. 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 trade ahead. Commenting on...

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  • EQUINIX WORKS WITH INTEL AND QUANTHOUSE TO BOOST TRADING PERFORMANCE FOR LONDON-BASED FINANCIAL CUSTOMERS

    3 July 2009
    London

    Intel fasterLAB testing facility to be hosted at Equinix’s London-Slough data center London, United Kingdom – June 23, 2009 – Equinix, Inc. (Nasdaq: EQIX), a provider of global data center services, has announced a collaboration with Intel which will enable the community of financial firms located in its London (LD4) International Business Exchange (IBX®) data center to optimize their trading operations. From September 2009, fasterLAB, incorporating Intel’s engineering activity for low latency, will be extended into the LD4 data center, allowing all participants of Equinix Financial eXchange, a neutral marketplace comprising a growing number of financial market participants, to fine tune their operational infrastructure to ensure best possible execution times when they engage col...

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  • Baikal selects QuantHouse as a key technology partner.

    21 April 2009
    London Stock Exchange Website
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  • Turquoise chooses QuantHouse low latency market data feed for its integrated trading platform

    21 April 2009
    New York, London and Paris

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions today announced that Turquoise, the Multi-lateral Trading Facility established by nine leading European investment banks has chosen QuantFEED, QuantHouse's end-to-end ultra low latency market data solution to obtain inbound real time data from across the European equity markets. Commenting on the announcement, Pierre Feligioni, General Manager & co-Founder of QuantHouse, said, “We are delighted that Turquoise has chosen QuantHouse's low latency market data solution. Turquoise is a hugely innovative trading platform, which offers high throughput and ultra-fast response times to the most demanding trading specifications in the world. This represents another confirmation from the market of the qualit...

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