Low Latency Trading Solutions

QuantHouse, the leading provider of end-to-end systematic trading solutions announced today that Quantam, a leading European based asset manager, has selected QuantFEED low latency market data solutions together with QuantLINK proximity hosting and order routing services to benefit from QuantHouse's sub millisecond Direct Market Access in Europe and the US.

QuantHouse is a provider of end-to-end solutions including low latency market data technologies, alpha generation development framework and infrastructure trading services for systematic trading firms who want to take the lead.

Commenting on the announcement, Pierre Feligioni, GM & Co-Founder of QuantHouse, said:
"Latency sensitive buy side clients are expecting high performance systematic trading technologies to optimize their trading business. This new significant win with Quantam clearly shows that QuantHouse is one of the dominant global independent providers of low latency trading solutions"

Max Dupont, Founding Chairman & CEO of Quantam added:
"As Quantam develops more and more short term arbitrage strategies, it is key to deploy proximity hosting infrastructure and obtain ultra low latency market data feeds through QuantHouse's solutions. It is also essential to benefit from complete historical tick-by-tick data from the main electronic exchanges in order to setup reliable and efficient strategies, and QuantHouse is clearly offering this high quality feature. QuantHouse allows Quantam to concentrate on trading while using the most effective market data feed and proximity hosting solutions we've seen so far."

Stephane Leroy, Head of Global Sales and Marketing at QuantHouse, concluded:
"This contract with Quantam builds on our success with hedge fund desks and further cements our reputation as a leading edge provider of low latency trading solutions. Our QuantLINK proximity hosting and fast order routing services combined with our QuantFEED solution allow low latency sensitive clients to take the lead."

About QuantHouse

QuantHouse is an independent global provider of end-to-end systematic trading solutions. This includes ultra low latency market data technologies, algo-trading development framework, trading infrastructure and order routing services; to help hedge funds, proprietary desks and low latency sensitive sell side firms to trade ahead.
QuantHouse products and services offering are composed of:

• QuantFEED, Ultra Low Latency Market Data solution... to be the first to detect market opportunities.QuantHouse has developed an end-to-end product offering encompassing data capture within the exchange, ultra-fast data normalization and dissemination over QuantHouse's proprietary fiber optic network.
• QuantFACTORY, the Alpha generation trading platform... to be the first to launch new trading models. QuantFACTORY, is an Integrated Development Environment (IDE) designed to help you to significantly optimize each step of your automated trading development cycle. The framework's openness and industry standard language utilization enable your quant traders, researchers and developers to focus on business development and quickly develop and deploy algorithmic strategies.
• QuantLINK,Ultra Low Latency platform for electronic trading... to be the first to match opportunities. QuantLINK combines QuantHouse's proprietary fiber optic network interconnecting the heart of the exchanges with proximity hosting at the source.

About Quantam:

Quantam is a French Paris based asset management company regulated by the AMF and member of the NFA. Since 2004, Quantam offers to qualified investors a short term systematic investment program (GSA) managed through models supervised by experienced managers. The models take long & short positions in the markets on the most liquid electronic futures contracts worldwide, and execute thousands of trading orders per day, contributing to the overall liquidity of the exchanges. Quantam has invested in an intense R&D program and an advanced infrastructure to track new arbitrage opportunities and operate with the best possible efficiency. Since 5 years and with over US$ 600 Million of trading level, Quantam's GSA program is diversified across many markets (stocks, interest rates, forex and commodities), offers transparency, daily liquidity, and seeks for absolute performance with low correlation.
For more information about Quantam, http://www.quantam.net/ - info@quantam.net - T: +33 1 45 61 08 82