Low Latency Trading Solutions

QuantHouse, the leading independent provider of low latency trading solutions, announced today a record year for 2009; with a triple digit revenue growth accompanied by many contract signatures with global names such as Credit Suisse, the London Stock Exchange, Turquoise and many more.

This achievement reflects QuantHouse's consistent focus on anticipating market demand through substantial R&D investments, superior business development and service delivery capabilities.

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

2009 highlights include:

• The achievement of triple digit revenue growth in 2009 with a 100% revenue increase,
• Signing major global references such as the London Stock Exchange, Credit Suisse, Turquoise, Baikal Group, Quantam Asset Management, CM-CIC Securities...
• The confirmation of QuantFEED technology leadership by reaching 3.3 million market data decoded messages per second in a benchmark made with Intel at IntelFastLab in London,
• The release of new QuantFACTORY features including full integration into Visual Studio, enhanced back-testing and optimisation capabilities leveraging QuantFACTORY multi-threading .NET framework and much more...
• The release of QuantLINK product line, to help QuantHouse clients optimise their trading matching ratio leveraging QuantHouse's global proximity hosting capabilities and proprietary fibre optic network,
• Expanding global staff doubling the number of technical staff in various departments such as Research & Development, Project Management, Operations, Quality Assurance and Customer Service.

"We are very enthusiastic about the 2009 company results which confirm our market leadership in the next generation trading technology space", said Pierre-François Filet, CEO & co-Founder of QuantHouse,"Our QuantFEED and QuantLINK product lines are winning more and more market share from what used to be well established low latency trading infrastructure vendors. Customers clearly realise that they can switch to next generation trading technologies while bringing their total cost of ownership under control."

Pierre Feligioni, General Manager and co-Founder of QuantHouse, concluded: "Current market conditions have clearly accelerated the process of transition from legacy trading technologies to advanced trading solutions, enhancing QuantHouse’s market leadership position. QuantFACTORY's market share has grown significantly with new big names such as Credit Suisse; showing that the market is ready for next generation trading tools where the combination of financial skills and development expertise is a must have."

About QuantHouse:

QuantHouse is an independent global provider of low latency trading solutions.
It 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 take the lead.QuantHouse products and services offering are composed of:

• QuantFEED, Ultra Low Latency Market Data technologies ... be the first to detect market opportunities,
• QuantFACTORY, Algo Trading Development framework ... be the first to launch new trading models ,
• QuantLINK, global trading infrastructures …be the first to match opportunities.