• 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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  • SGAM selects QuantHouse trading strategies development framework

    7 July 2008
    Finextra

    QuantHouse, the leading provider of end-to-end systematic trading solutions today announced that SGAM Alternative Investments (SGAM AI), a wholly-owned subsidiary of Societe Generale Asset Management, has selected QuantFactory, the QuantHouse.NET trading strategies development framework to develop, back-test and execute trading models. With €41.8bn in assets under management as at 31st March 2008 and 398 employees worldwide, SGAM Alternative Investments has developed successfully by combining active asset management processes with a capital market culture that mixes innovation and risk management QuantFACTORY suite of products offers a complete set of tools for quantitative trading strategies development and automation for hedge funds and institutional program trading companies. Bas...

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  • QuantHouse becomes datavendor of NYSE Arca by announcing QuantFEED for NYSE Arca book

    1 July 2008
    New York, London and Paris

    Quant House, the leading provider of end-to-end systematic trading solutions today announced becoming a data vendor of the Nyse Arca book by releasing its QuantFEED Arca Book, the ultra low latency Real-Time full limit order depth of book information for all listed securities from Nyse Euronext. 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 Nyse Arca book in less than 10 milliseconds from Chicago and less than 34 milliseconds from Europe. Commenting on the announcement, Pierre Feligioni, CEO & Founder of Quant House, said, “We are deligh...

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  • QuantHouse completes its global proprietary fiber optic network by selecting Equinix datacenters in Chicago and Frankfurt

    27 May 2008

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions today announced that they have completed the implementation of their worldwide exchange interconnection infrastructure by selecting Equinix datacenters, the leading provider of network-neutral datacenters and Internet exchange services, in Chicago and Frankfurt. By becoming part of the Equinix Financial eXchange community, QuantHouse is able to CAPTURE and STANDARDISE local exchange data feeds at the source leveraging its QuantFEEDHANDLER technology for ultimate low latency results. Leveraging the QuantHouse proprietary fiber optic network which interconnects exchange datacenters in Chicago, New York, London, Paris and Frankfurt, QuantHouse clients have this unique benefit to leverage the end-to-end,...

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  • Arbitragis selects QuantFEED, the QuantHouse end-to-end ultra low latency market data feed solution

    25 March 2008

    QuantHouse, the leading independent provider of end-to-end systematic trading solutions today announced that a continental European arbitrage trading firm, Arbitragis, has selected its QuantFEED ultra low latency market data feed solution. QuantHouse is an independent provider of end-to-end solutions including low latency market data technologies, systematic trading strategies development framework, infrastructure services and professional services for systematic trading firms whose objective is to trade ahead. Arbitragis is a continental European proprietary trading boutique specialised in quantitative derivatives trading strategies with an emphasis on listed markets. Commenting on the announcement, Pierre Feligioni, QuantHouse General Manager and cofounder, said, “This new win is ...

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  • QuantHouse and Intel raise the bar

    14 February 2008
    New York, London and Paris

    QUANT HOUSE and Intel raise the bar by breaking the 2 millions messages decoded per second on the new multicore Intel Xeon processor in a benchmark made at fasterLAB, the Intel Low Latency Lab in London Quant House, the leading independent provider of end-to-end systematic trading solutions today announced that QuantFEEDHANDLER, its feed handler technology to standardize exchange raw market data feeds, is able to decode more than 2 millions 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 platform. Quant House is a provider of end-to-end solutions including low latency market data technologies, systematic trading strategies development framework, infrastructure services and professional ser...

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  • Chi-X Europe data feed

    16 November 2007
    BOBSGUIDE

    Quant House, the leading provider of end-to-end systematic trading solutions today announced its offering of full market data access to Chi-X ® Europe Limited, the first live, order-driven, pan- European MTF (Multilateral Trading Facility). Leveraging Quant House’s proprietary fiber optic network with its own feed handler technology, hedge funds and low latency sensitive financial institutions can now use Quant House’s single API, enabling sub-millisecond direct market connectivity. Commenting on the announcement, Pierre Feligioni, CEO & Founder of Quant House, said, “We are delighted that we can now offer our clients full low-latency market data access to Chi-X Europe. We’ll certainly release similar services for other MTFs as they come to market as our goal is to help o...

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  • London Stock Exchange

    5 September 2007
    the trade news

    Quant House, a provider of end-to-end program trading solutions, has announced its new status as a market data vendor for the London Stock Exchange. Quant House will combine its own feed handler technology and proprietary global fibre optic network with the exchange's real-time market data delivery system Infolect. According to Quant House, the new service will deliver the Infolect data stream's sub-millisecond connectivity to hedge funds and latency-sensitive financial institutions in Chicago, New York, Paris, Frankfurt and London. "We are happy to increase our market coverage with a tier-one exchange," says Pierre Feligioni, CEO and founder, Quant House. "Quant House clients have the possibility to migrate to Quant House services to improve their performance while reducing their costs...

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  • EUREX and XETRA market data feeds

    18 June 2007
    Automated trader

    AUTOMATED TRADER - Quant House puts EUREX and XETRA market data feeds CEF 8 ms away from London and less than 50 ms from Chicago Quant House has announced that the CEF®, the Deutsche Börse high-speed, real time data feed for EUREX and XETRA, will be available through its proprietary global fiber optic network. Combined with its own feed handler technology, hedge funds and low latency sensitive financial institutions have the possibility to leverage Quant House single API, enabling sub-millisecond connectivity to direct exchanges to trade ahead. Quant House is a provider of end-to-end solutions including low latency market data technologies, trading strategies development framework, execution engine and proximity hosting services for program trading firms who want to trade ahead. G...

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  • Sybase and QuantHouse

    23 April 2007
    thomasnet

    Sybase and QuantHouse Partner to Offer Next Generation Trading Strategies for Capital Markets New Solution for Financial Institutions Delivers On-Demand Trading Strategies for Back Testing PARIS, TRADETECH 2007, April 23 - Sybase Inc. (NYSE:SY), a leading provider of enterprise infrastructure and mobile software, and QuantHouse, a leading provider of program trading solutions, today announced a strategic alliance to jointly deliver a solution for algorithmic trading strategies for back testing and regression testing for financial services organizations. Using Sybase® IQ analytics server, QuantHouse will deliver an efficient solution to enable back testing on-demand with full access to resources, including market replay servers and market data repository. This will enable algorithmi...

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