• QuantHouse reaches more than 3.3 million decoded market data messages per second working with Intel Corporation

    1 April 2009
    London, New York and Paris

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions today announced that its feed handler technology, used to standardize exchange raw market data feeds, is able to decode more than 3.3 million messages per second. The benchmark has been made at fasterLAB, the Intel low latency lab in London on several versions of the multicore Intel Xeon 5570 2.93Ghz platform. QuantHouse is a provider of end-to-end solutions including low latency market data technologies, systematic trading strategies development framework and infrastructure trading services for systematic trading firms who want to trade ahead. Commenting on the announcement, Denery Fenouil, Chief Technical Officer and co-founder of QuantHouse, said, “As our FeedHandler low latency software is nativel...

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  • QuantFACTORY provides trading services to Credit Suisse.

    9 February 2009
    London, New York and Paris

    QuantHouse, the leading global provider of end-to-end systematic trading solutions announced today it is providing the software to assist a leading investment bank, Credit Suisse, in developing, backtesting and executing Systematic Trading Strategies. QuantFACTORY’s suite of products offers a complete set of tools for quantitative trading strategies development and automation for hedge funds and institutional systematic trading companies. Based on a .NET framework and integrated into Visual Studio, it allows financial institutions to optimize the systematic trading strategies development cycle from research & development to back-testing and execution. Pierre-François Filet, CEO & co-founder of QuantHouse, added : “We are glad to see a growing number of significant market ...

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  • QuantHouse reports 2008 triple digit revenue growth

    3 February 2009
    London, New York and Paris

    QuantHouse, the leading provider of end-to-end systematic trading solutions announced today that 2008 was a record year having generated a triple digit revenue growth. These results reflect QuantHouse’s consistent focus on anticipating market demand through substantial R&D investments in systematic trading technologies and superior business development and service delivery capabilities. QuantHouse products and services offering are composed of QuantFEED, the Ultra Low Latency Market Data technologies, QuantFACTORY, the Algo Trading Strategy Development framework and QuantLINK, the global trading infrastructures composed of proximity hosting and order routing transportation layer delivered through QuantHouse proprietary fiber optic network that interconnects exchanges in Chicago, N...

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  • QuantHouse to offer Knight end-to-end low latency solutions for its Pan European Knight Link off-exchange liquidity source

    12 January 2009

    QuantHouse, the leading exchange and broker neutral global provider of end-to-end systematic trading solutions announced today that Knight Equity Markets International Limited, a subsidiary of Knight Capital Group, has selected QuantHouse to support its European-based Knight Link™ offering with QuantFEED and QuantLINK end-to-end low latency solutions. The Knight Link platform is hosted by QuantHouse and fed by QuantFEED ultra low latency market data feeds for all major Tier 1 European equity and futures / derivatives exchanges as well as MTFs. Orders are routed directly back to the exchanges leveraging QuantHouse proprietary fiber optic network for end-to-end speed of light performance. Knight Link provides clients with rapid, electronic trade execution in a broad range of equities wh...

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  • QuantHouse makes the Euronext UTP Ultra Low Latency Data Feed available to help members get ready before the migration deadline

    6 January 2009

    QuantHouse, the leading exchange neutral global provider of end-to-end systematic trading solutions announced today the availability of the brand new Euronext UTP feed-handler to benefit from the latest high speed real-time market data for NYSE Euronext markets via multicast technology. QuantHouse has upgraded its market connectivity to a dual and identical 1Gb link so that clients can get low latency market data and order routing services for ultimate performance through its worldwide proprietary fiber optic network. The QuantHouse Euronext UTP low latency feed will be available to QuantHouse clients in 4milliseconds from London and 36.5 milliseconds from the US. QuantFEED, the QuantHouse ultra low latency market data solution, leverages QuantHouse feed handler technology, co-located ...

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  • The Quantitative hedge fund manager Systematic Alpha Management, LLC selects QuantHouse low latency solutions for US and Europe

    4 December 2008

    QuantHouse, the leading global provider of end-to-end systematic trading solutions today announced that Systematic Alpha Management, LLC, a leading New York-based quantitative hedge fund manager, has selected its QuantFEED low latency market data feeds to trade on US and European markets. QuantFEED, the QuantHouse ultra low latency market data solution, leverages QuantHouse feed handler technology, co-located within the exchange, written in C++ with a multi-threaded design and running on Linux. The QuantHouse worldwide proprietary fiber optic network interconnects the heart of the exchanges in Chicago, New York, London, Paris and Frankfurt for ultimate trading performance. Commenting on the announcement, Pierre-François Filet, CEO & co-Founder of QuantHouse, said, “Leading edge buy ...

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  • QuantHouse announces QuantLINK, the first global fiber optic based trading infrastructure linking exchanges.

    21 October 2008

    QuantHouse, independent global provider of end-to-end systematic trading solutions today announced the launch of QuantLINK, the first international trading infrastructure platform combining ultra low latency market data, proximity hosting and global order routing services linking all US and European exchanges through its end-to-end proprietary fiber optic network. QuantHouse proprietary fiber optic network interconnects the heart of the major exchanges in Chicago, New York, London, Paris and Frankfurt for speed of light trading performance. European and US clients will now have the possibility to send orders in less than 34 milliseconds from one continent to the other. Through QuantHouse proximity hosting solutions, clients will be able to leverage QuantHouse Direct Market Access for ul...

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  • QuantHouse releases ultra low latency market data feed for Turquoise and signs up first customer

    9 October 2008

    QuantHouse, the independent global provider of end-to-end systematic trading solutions, today announced the launch of its sub-millisecond data feed-handler and direct market access connectivity to the Turquoise MTF (Multi-lateral Trading Facility), established by nine leading European investment banks and has connected up its first client. Through QuantHouse unique proprietary fiber optic network interconnecting the heart of the major exchanges in Chicago, New York, London, Paris and Frankfurt, European and US clients have now the possibility to get market data and send orders with "speed of light" performance with Turquoise. Through QuantHouse proximity hosting services, the most low latency sensitive clients are even able to leverage QuantHouse Direct Market Accesses for ultimate perform...

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  • QuantHouse announces the availability of QuantFEED NASDAQ

    9 September 2008

    QuantHouse, the leading provider of end-to-end systematic trading solutions today announced becoming a data vendor of NASDAQ Totalview by releasing its QuantFEED NASDAQ, the ultra low latency Real-Time full limit order depth of book information for NASDAQ. QuantFEED, the QuantHouse ultra low latency market data solution, leverages QuantHouse feed-handler technology, co-located within the exchange, written in C++ with a multi-threaded design and running on Linux. The QuantHouse proprietary fiber optic network allows clients to receive the QuantFEED NASDAQ in 9 milliseconds in Chicago and 34 milliseconds in Europe. Commenting on the announcement, Pierre Feligioni, General Manager & Founder of QuantHouse, said, “We are delighted to offer our clients full low-latency market data ac...

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  • QuantHouse announces sub-millisecond access to Liffe through the latest 100Mbps connectivity

    26 August 2008

    QuantHouse, the leading provider of end-to-end systematic trading solutions today announced upgrading its exchange capacity to Liffe to the latest 100Mbps connectivity leveraging co-location within the exchange to capture data. This will further reduce the time it takes for data to be captured by QuantHouse infrastructure and systems. It allows QuantHouse clients to get full market depth information on all products and, as a consequence, accelerate order execution on LIFFE CONNECT. QuantFEED, the QuantHouse ultra low latency market data solution, leverages QuantHouse feed handler technology, co-located within the exchange, written in C++ with a multi-threaded design and running on Linux. The QuantHouse proprietary fiber optic network and feedhandler technology allow QuantHouse client...

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