QuantHouse wins ‘Best Low Latency Data Feed - Managed’ at the 2019 TradingTech Insight Europe Awards
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.
Stephane Leroy, Business Co-Founder and Chief Revenue Officer, QuantHouse, said: “We are delighted to receive recognition from the A-Team Group and our industry for ongoing success with our managed low latency data feeds. We continue to experience a clear appetite for our global end-to-end managed automated trading capabilities with yet more firms signing up for our API-based solutions and looking to join the QuantHouse API Ecosystem. Indeed, over the past 12 months we have welcomed one new buy-side client every six business days as well as many new providers into our community looking to expand their reach and tap into our ever-growing universe of API-enabled trading participants.”
Leroy continued, “We have long predicted an ideal future state of a fully interoperable ecosystem, where members can interconnect, share knowledge, test new technologies, download each others ‘apps’ and gain quick and easy access to multiple trading venues, technologies or applications.”
QuantHouse provides end-to-end systematic trading solutions. This includes ultra-low latency and consolidated market data solutions with QuantFEED, algo-trading development framework with QuantFACTORY and proximity hosting and order routing services with QuantLINK.
We help hedge funds, market makers, investment banks, brokers and trading venues achieve optimal trading performance, develop and integrate new trading strategies, comply with regulatory requirements, test existing and new trading infrastructure tools and rationalize operating costs.
The QuantHouse API Ecosystem store is a unique global initiative with the objective to provide the framework within which capital markets participants can quickly and easily gain access to multiple trading venues, technologies or applications through standard APIs. The QuantHouse API Ecosystem store has developed over time to what is now the largest API ecosystem community of buy- and sell-side participants, exchanges, prime brokers, trading venues, hedge funds, market makers and other financial services partners and vendors.