News

QuantHouse Announces QuantFEED and QuantLINK for Virtu Financial Giving Clients Access to the New Transparent Mifid II Systematic Internaliser Regime
November 1, 2017

London, 1 November 2017: QuantHouse, the independent global provider of end-to-end high performance market data and trading through API based technologies, today announced the availability of QuantFEED and QuantLINK to Virtu Financial’s disclosed Systematic Internaliser platform enabling clients to access Virtu’s liquidity under MiFID II’s transparent SI regime.

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  • Horizon Software joins the QuantHouse QH API Ecosystem for end-to-end performance and global reach

    October 25, 2017

    To enable traders to test and fine-tune their algo strategies using accurate data with precise timestamps

    London, Singapore, 25 October 2017: QuantHouse, the independent global leader of end-to-end high performance market data and trading API based technologies, today announced that Horizon Software, the leading provider of electronic trading solutions and algorithmic technology, has joined the QH API Ecosystem to benefit from global reach and end-to-end performance.

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  • NPL and QuantHouse partner to provide NPLTime® precise timing service to meet demand ahead of MiFID II implementation

    October 2, 2017

    London, 2 October 2017: NPL and QuantHouse partner to provide NPLTime® precise timing service to meet demand ahead of MiFID II implementation. New distribution agreement signed with QuantHouse to deliver traceable and accurate timestamping to financial institutions.

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  • QuantHouse wins ‘Data Provider of the Year’ at the 2017 FOW Asia Awards

    September 21, 2017

    Singapore, London, 22 September 2017: QuantHouse, the leading independent global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure solutions, has been awarded ‘Data Provider of the Year’ at the FOW and Global Investor Asia Capital Markets Awards 2017.

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  • QuantHouse signs Asset Purchase Agreement with Victory Networks to further benefit from increasing trend for high growth across US markets

    September 20, 2017

    Purchase is designed to expand the reach of QuantHouse’s QuantLINK global proprietary network, reinforce position on US equities and Equity Options as well as increase scale and synergies to drive revenue growth

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  • QuantHouse announces the launch of its ‘QH API Ecosystem’ initiative designed to be the API Store for the Quants

    September 11, 2017

    By enabling greater innovation and cross-selling opportunities between capital market participants

    London, 11 September 2017: QuantHouse, the independent global provider of end-to-end high performance market data and trading through API based technologies, today announced the launch of its ‘qh API Ecosystem’. The ecosystem is designed to accelerate the adoption of multi-asset class API based solutions including value added analytics, automated trading tools, AI and machine learning services.

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  • QuantHouse launches algo-trading stress testing solution from interxion London for MiFID II

    July 11, 2017

    The new platform helps financial firms meet their MiFID II algo testing requirements

    QuantHouse, the leading independent global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure solutions, today announced the launch of its algo-trading stress testing solution to help financial firms meet their MiFID II testing requirements. Hosting the new platform at Interxion in London, ensures that all QuantHouse and Interxion community members benefit from ultra-low latency access to the new solution.

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  • QuantHouse wins ‘best low latency data feed’ at the 2017 intelligent trading technology

    June 9, 2017

    QuantHouse, the leading independent global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure solutions, has been awarded ‘Best Low Latency Data Feed’ vendor at the Intelligent Trading Technology Awards 2017.

    The ITT Awards 2017, organised by A-Team Group, are designed to acknowledge excellence in trading technology within capital markets, and focus on the community of specialised suppliers of trading operations technology.

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  • Rival Systems integrates with QuantHouse's ultra-low latency market data feed

    May 9, 2017

    Further Expanding its Equities Offering and Global Reach

    Rival Systems (Rival), an award-winning provider of trading and risk management software, today announced that it has integrated into its trading platform QuantHouse’s end-to-end ultra-low latency market data feed. The integration of QuantFEED into the Rival Trader and Rival API platforms further strengthens Rival’s multi-asset class offering with one of the fastest, most comprehensive global market data offerings available.

    The move enables mutual clients of Rival and QuantHouse to benefit from the ability to seamlessly pull QuantFEED data into Rival’s front-end trading and algorithmic strategy development software, with the flexibility to configure the market data to meet their varying latency and cost requirements. The feed, including hardware, software and telecommunications components, integrates directly into the full functionality of Rival Trader and Rival API, including building and executing algorithms using the ultra-low latency data.

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