Low Latency Trading Solutions

SCREEN AMSTERDAM 2010

23 September 2010AMSTERDAM

Screen Events are full-day conferences in key financial centres around the world. The events offer the opportunity to meet participants from across the securities and treasuries industries – in particular, the key decision makers from financial institutions.

The exhibition offers companies from the local and global markets the opportunity to present their solutions to senior IT and data executives in the user community. Exhibitors also use the event to network with their peers and to develop valuable B2B deals.

The conference allows experts in the market offer their perspectives on a range of relevant issues currently confronting this industry. Past topics have included Basel II, STP, cost control, MiFID, outsourcing, FIX and the FAST Protocol and industry benchmarking.

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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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