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.

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.

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.

London, 20 April 2017: QuantHouse, the global provider of advanced trading solutions, today announced that Metori Capital Management has selected QuantFACTORY to automate its trading portfolio.

QuantHouse provides end-to-end systematic trading solutions including QuantFEED, its ultra-low latency market data technologies, QuantFACTORY, its algo-trading development framework and QuantLINK, its proximity hosting and order routing services. QuantHouse helps trading venues, hedge funds, market makers, proprietary desks, brokers and sell-side firms achieve optimal trading performance.

Metori Capital was set up by former executives of LYXOR Asset Management as an independent firm to manage the EPSILON funds worth circa EUR 400 million. Metori Capital will be managing the EPSILON funds through their automated trading portfolio technology based on QuantFACTORY, the QuantHouse advanced quant trading, development and algo testing framework. By coding their portfolio management rules into QuantFACTORY, Metori Capital will be able to review, fine-tune and optimise each element of the automated trading cycle.

London, March 1^st 2017: QuantHouse, the global provider of innovative market data services, trading and infrastructure solutions, today announced that Turquoise® has extended the QuantHouse real-time primary market data feeds to its Turquoise Plato™ midpoint matching services, including the award winning Turquoise Plato Block Discovery™, to cover securities of 18 European countries, including those recently added emerging markets Czech Republic and Hungary.

Dr Robert Barnes, CEO Turquoise®, said: “QuantHouse provides bid and offer prices from primary markets which Turquoise® references within its Turquoise Plato™ order book innovations such as Turquoise Plato Block Discovery™, Turquoise Plato Uncross™, and Turquoise Plato Dark Lit Sweep™ that offer investors benefits of potential price improvement when trading using a midpoint reference price for a better result on a consistent basis, the very definition of MiFID best execution.”

QuantHouse announced today the extension of its QuantLINK proprietary fiber optic network into the new VASBY Nasdaq OMX Nordic Exchange datacenter in Sweden.

QuantHouse announced today the signature of a major US automated trading hedge fund.

QuantHouse, the leading provider of next generation trading solutions, today announced the availability of its consolidated order book solution, to build the fastest and most flexible European Best Bid and Offer (EBBO), giving insight into the entire liquidity available across all of Europe’s MTFs and primary exchanges.

The firm’s ultra-low latency market data solution, QuantFEED – captures raw data co-located within the exchange, performs micro-second decoding and delivers normalized data through a single API (application programming interface). Written in C++, with a multi-threaded design running on Linux, the product leverages QuantHouse feed handler technology.