Come at 4:30pm and learn more on:
Networks: Challenges and Opportunities in a Changing Market
Our review and discussion of networks will encompass the unique perspectives of market
operators (i.e. exchanges and MTFs), vendors and service facilitators, and consumers. We
will address the advancements in technology and the increasingly competitive market data environment that are impacting this arena.
Moderator: Andrew Delaney, The A-Team Group
Panelists:
Stephane Leroy, Quant House
Chris Pickles (invited), BT Financial Group
Tim Williams, London Stock Exchange
TBA, Thomson Reuters
Corporate Actions Data: Changing Needs and Increased Automation
We will examine the rapid evolution occurring within the Corporate Actions data realm. Our panel will discuss the move toward increasing automation in this field and look at the possibilities for improving global standards
Moderator: Virginie O’Shea, The A-Team Group
Panelists:
Bob Cumberbatch, Interactive Data Corporation
Erik Eklund, NASDAQ OMX
Dean Hogan, JPMorgan Chase
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...
MoreQuantHouse speaks at the FISD annual market data event on 2 december 2008
QuantHouse is attending FIA 2008 in Chicago
QuantHouse is attending The screen Event 2008 - Booth 2.065
QuantHouse participates to a Dow Jones panel on Event Driven Trading Strategy
Newedge Quant trading Workshop with Quanthouse
NASDAQ, QuantHouse, Tick Data, Reliance Globalcom and Tradeware Global are hosting a networking and wine tasting reception.
Discover how to research, develop, back-test and execute financial models using an integrated, robust, end-to-end solution featuring advanced technologies from Newedge and its technology partner, QuantHouse
TradeTech is the world’s largest industry forum dedicated to high-level discussion on the major challenges facing
If you are considering or currently employing systematic trading strategies, this session is for you.
QuantHouse announces QuantLINK, the first global fiber optic based trading infrastructure linking exchanges.
QuantHouse releases ultra low latency market data feed for Turquoise and signs up first customer.
QuantHouse announces the availability of QuantFEED NASDAQ.
QuantHouse announces sub-millisecond access to Liffe through the latest 100Mbps connectivity.
SGAM selects QuantHouse trading strategies development framework.
QuantHouse becomes datavendor of NYSE Arca by announcing QuantFEED for NYSE Arca book…
QuantHouse completes its global proprietary fiber optic network by selecting Equinix datacenters
Arbitragis selects QuantFEED
QuantHouse and Intel raise the bar by breaking the 2 millions messages
BOBSGUIDE - Quant House to distribute Chi-X Europe data feed and allow users to leverage its ultra low latency market data technology.