News

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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  • Metori Capital Management selects QuantHouse's QuantFACTORY to automate its trading portfolio

    April 20, 2017

    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.

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  • Turquoise Selects QuantHouse to Extend Turquoise Plato Midpoint Matching Service Accross Europe

    March 1, 2017

    London, March 1st 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.”

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  • QuantHouse announced today the extension of its QuantLINK proprietary fiber optic network

    April 12, 2016

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

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