News

QuantHouse brings critical Historical Data on-Demand capabilities to the global algo trading community
October 16, 2019

Enabling clients to rapidly speed up the research, development and backtesting cycle

London, 16 October 2019: QuantHouse, the global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure products and part of Iress (IRE.ASX), today announced the launch of Historical data On-Demand designed to dramatically speed up the research, development and backtesting phase of any trading strategy.

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  • QuantHouse wins “Best Data Provider” at the HFM European Hedge Fund Technology Awards

    September 24, 2019

    Solidifying QuantHouse’s position as a powerful alternative to legacy market data vendors

    London, 19 September 2019: QuantHouse, the global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure products and part of Iress (IRE.ASX), today announced it has won “Best Data Provider” at the European Hedge Fund Technology Awards.

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  • SpiderRock partners with QuantHouse to provide implied volatility data for US derivatives through QuantHouse’s single API

    September 17, 2019

    Chicago, New York, London, 17 September 2019: QuantHouse, the global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure products and part of Iress (IRE.ASX), today announced that SpiderRock Gateway Technologies has added their proprietary data & analytics service including implied volatility and option prints to the 150+ data sources available through QuantHouse’s API.

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  • Goldman Sachs selects QuantHouse to accelerate market data distribution from its SIGMA X MTF European platform

    September 10, 2019

    Providing on-demand access via the qh Ecosystem store

    QuantHouse, the global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure products and part of Iress (IRE.ASX), today announced that Goldman Sachs’ SIGMA X MTF market data will be readily accessible from within the QuantHouse API Ecosystem store.

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  • QuantHouse partners with Eventus Systems to provide high quality global market data for trade surveillance and market risk

    June 10, 2019

    QuantFEED to support Validus, Eventus’ trade surveillance and risk platform

    London, 10 June 2019:: 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 that QuantHouse’s QuantFEED has been selected by Eventus Systems to provide high quality market data for its trade surveillance platform Validus.

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  • QuantHouse’s QuantFACTORY wins ‘Best Trading System - Strategy Development’ at the Technical Analyst Awards 2019

    June 04, 2019

    London, 4 June 2019: QuantHouse’s QuantFACTORY wins ‘Best Trading System - Strategy Development’ at the Technical Analyst Awards 2019.

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  • IRESS announces acquisition of international market data provider QuantHouse

    May 31, 2019

    London, 31 May 2019: IRESS today announced it has acquired QuantHouse, a leading international provider of market data and trading infrastructure.

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  • QuantHouse 2019 Technology Overview of the Algorithmic Trading Desk

    April 17, 2019

    London, April 2019

    Download the QuantHouse 2019 Technology Overview of the Algorithmic Trading Desk to learn more about how trading managers are responding to ever-growing challenges, and improving the performance of their trading desks.

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  • QuantHouse and ARQA Technologies win ‘Best Alliance or Partnership’ at the 2019 Waters Technology Sell-side Awards

    April 15, 2019

    Delivering increased market transparency and benchmarking capabilities

    London, 15 April 2019: 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 that QuantHouse and ARQA Technologies have been awarded ‘Best Alliance or Partnership’ at the 2019 Waters Technology Sell-side Awards.

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  • IPSX selects QuantHouse to distribute its commercial real estate pricing feeds to global quant community

    March 11, 2019

    Delivering opportunities to develop in-house algo trading models engineered to enable the trading of commercial real estate as an asset class

    London, 11 March 2019: 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 that real-time pricing feeds from The International Property Securities Exchange (IPSX) are now available globally to all QuantHouse members looking to trade real estate as an asset class.

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  • QuantHouse wins ‘Best Low Latency Data Feed - Managed’ at the 2019 TradingTech Insight Europe Awards

    March 06, 2019

    London, 6 March 2019: 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 it has been awarded ‘Best Low Latency Data Feed - Managed’ at the 2019 TradingTech Insight Europe Awards.

    The TradingTech Insight Europe Awards hosted by A-Team Group aims to acknowledge excellence in trading technology and provide a focus on the community of specialised suppliers within financial markets; with winners selected by A-Team Insight’s readers and the TradingTech Summit Advisory Board.

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  • Euronext’s FastMatch FX Tape® product now available globally to all QuantHouse API users

    February 27, 2019

    Delivering increased market transparency and benchmarking capabilities

    London, 27 February 2019: 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 that the FastMatch consolidated central market data product, the FX Tape®, is available on the QuantHouse API Ecosystem store.

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  • QuantHouse on-boards Fenics USTreasuries

    February 12, 2019

    Delivering access to the $500+ billion daily turnover of the US cash treasury market via the qh API Ecosystem

    London, 12 February 2019: 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 direct access to the Fenics USTreasuries (“Fenics UST”) platform through the FeedOS API and QuantLINK global network.

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  • Quest Partners selects QuantHouse for global quantitative trading solutions

    January 15, 2019

    Providing a one-stop solution for global automated and systematic trading

    London, 15 January 2019: QuantHouse, the independent global provider of high performance systematic trading solutions including innovative market data services, algo development tools and global network infrastructure, today announced it has been selected by Quest Partners LLC (“Quest”) to support the diverse needs of their automated traders.

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  • QuantHouse appoints new COO and CTO

    November 28, 2018

    Emmanuel Carjat joins as COO with Denery Fenouil returning as CTO to help drive continued global growth and transformation

    London, 28 November 2018: QuantHouse, the independent global provider of high performance systematic trading solutions including innovative market data services, algo development tools and global network infrastructure, today announced the appointments of Emmanuel Carjat as Chief Operating Officer (COO) and Denery Fenouil as Chief Technology Officer (CTO).

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  • Quantitative Brokers’ best execution algorithms for futures and fixed income now available to the QuantHouse community

    October 16, 2018

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  • QuantHouse and Enyx introduce FPGA-accelerated market data as a service

    September 19, 2018

    Combining end-to-end, ultra-low latency market data normalisation and distribution with fully managed support and co-location services within the Hong Kong Exchange datacenter

    Hong Kong, London, New York, 19 September 2018: 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 welcomed Enyx to the qh API ecosystem. The addition of Enyx, the premier provider of low-latency, FPGA-based market data and order execution systems, provides trading firms with immediate access to a high performance, FPGA accelerated end-to-end market data service.

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  • QuantHouse announces global access of QuantFEED for Cboe US equity and equity options

    September 11, 2018

    Delivering full equity and equity options coverage as part of continued US expansion

    London, 11 September 2018: 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 its QuantFEED and QuantLINK will provide optimized direct access to Cboe market data.

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  • Actant's fully hosted solution now accessible by all members of the QuantHouse API Ecosystem

    August 6, 2018

    QuantHouse on-boards Actant’s automated trading solutions Actant’s fully hosted solution now accessible by all members of the QuantHouse API Ecosystem

    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 that Actant’s derivative trading solutions have now been added to the ever-growing QuantHouse API Ecosystem.

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  • ARQA Technologies expands its OMS solutions into European markets, powered by QuantHouse data and hosting services

    June 4, 2018

    ARQA Technologies expands its OMS solutions into European markets, powered by QuantHouse data and hosting services

    Novosibirsk, London, 4 June 2018: ARQA Technologies, one of the major players in technologies for financial markets, continues developing solutions for the European markets for complex trading infrastructures, powered by QuantHouse data and hosting services. The new opportunities are the result of high demand for ARQA OMS - a classic OMS for sell-side companies which use Sales&Trading approach in servicing clients.

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  • WH Trading leverages QuantHouse for global market access

    May 8, 2018

    Ensuring low latency access to markets and data across the US, Europe and Asia

    London, 8 May 2018: 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 that WH Trading, the leading global proprietary trading firm, has selected QuantHouse in order to leverage the QuantLINK and QuantFEED suite of advanced solutions.

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  • QuantHouse rolls out global trade and book synchronisation feature

    April 18, 2018

    The new feature allows quant traders and other market participants to easily reconcile trades and book updates

    London, 18 April 2018: 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 trade and book updates synchronisation feature in response to client requirements.

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  • QuantHouse reports strong growth in 2017 and considers more options for future expansion

    March 21, 2018

    Growth fueled by 2017 product innovations, strategic investments and launch of the QuantHouse qh Ecosystem

    London, 21 March 2018: QuantHouse, the independent global provider of end-to-end high-performance market data and trading through API-based technologies, today announced that it has reported strong double-digit revenue growth since its 2017 buyback from S&P.

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  • QuantHouse welcomes CMC Markets to the QH API Ecosystem

    February 27, 2018

    Connecting CMC Markets to the global financial community via a single API

    London, 27 February 2018: QuantHouse, the independent global provider of end-to-end high performance market data and trading through API based technologies, announced today the addition of CMC Markets to its QH API Ecosystem.

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  • Jane Street's Systematic Internaliser now available via QuantHouse's QH API Ecosystem

    February 21, 2018

    Connecting QuantHouse’s community of clients and partners to Jane Street’s systematic internaliser (SI) via a single API

    London, 21 February 2018: QuantHouse, the independent global provider of end-to-end high performance market data and trading through API-based technologies, today announced the addition of Jane Street Financial’s systematic internaliser (SI) to its QH API Ecosystem.

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  • Exchange Data International (EDI) joins QuantHouse's QH API Ecosystem

    January 30, 2018

    Delivering quick and easy access to EDI reference data services from within the QH Ecosystem

    London, 30 January 2018: QuantHouse, the independent global provider of end-to-end high performance market data and trading through API based technologies, today announced that Exchange Data International (EDI) is the latest provider to join the QuantHouse API Ecosystem.

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  • QuantHouse provides low-latency access to Sun Trading’s Systematic Internaliser platform through its QuantFEED and QuantLINK offering

    December 5, 2017

    Providing clients with access to Sun Trading’s liquidity pool via a single API

    London, 5 December 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 easy access to Sun Trading’s Systematic Internaliser (SI) platform through its QuantFEED and QuantLINK offering.

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  • 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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