End-to-end Systematic
Trading Solutions... to trade ahead!
-
QuantHouse announces QuantLINK, the first global fiber optic based trading infrastructure linking exchanges.
21 October 2008QuantHouse, 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...
More -
QuantHouse releases ultra low latency market data feed for Turquoise and signs up first customer
9 October 2008QuantHouse, 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...
More -
QuantHouse announces the availability of QuantFEED NASDAQ
9 September 2008QuantHouse, 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...
More -
QuantHouse announces sub-millisecond access to Liffe through the latest 100Mbps connectivity
26 August 2008QuantHouse, 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...
More -
SGAM selects QuantHouse trading strategies development framework
7 July 2008FinextraQuantHouse, 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...
More -
QuantHouse becomes datavendor of NYSE Arca by announcing QuantFEED for NYSE Arca book
1 July 2008New York, London and ParisQuant 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...
More -
QuantHouse completes its global proprietary fiber optic network by selecting Equinix datacenters in Chicago and Frankfurt
27 May 2008QuantHouse, 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,...
More -
Arbitragis selects QuantFEED, the QuantHouse end-to-end ultra low latency market data feed solution
25 March 2008QuantHouse, 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 ...
More -
QuantHouse and Intel raise the bar
14 January 2008FINEXTRAQuantHouse 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 QuantHouse, 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 servi...
More -
Chi-X Europe data feed
16 November 2007BOBSGUIDEQuant 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...
More