QuantHouse’s QuantFACTORY wins ‘Best Trading System - Strategy Development’ at the Technical Analyst Awards 2019
London, 4 June 2019: QuantHouse’s QuantFACTORY wins ‘Best Trading System - Strategy Development’ at the Technical Analyst Awards 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 Trading System - Strategy Development’ at The Technical Analyst Awards 2019.
The Technical Analyst Awards are the only awards devoted to technical analysis research, data and trading software for the institutional market. Now in its eleventh year, the Awards are highly regarded within the financial markets, attracting participation from hundreds of banks, research houses and software companies across the globe. The award categories are assessed by an independent panel of judges drawn from the trading and investment community.
QuantFACTORY is the QuantHouse trading development environment engineered to optimise every stage of the automated trading development cycle, allowing firms to seamlessly deploy, test and execute strategies.
QuantFACTORY unifies the research-development-backtesting-execution cycle into a single platform, reducing the complexity and risks associated with the transition from the development environment to the trading environment.
Stephane Leroy, Business Co-Founder and Chief Revenue Officer, QuantHouse, said, “We are delighted to be recognised by The Technical Analyst and industry for Best Trading System for QuantFACTORY. QuantHouse understands having a fluid strategy development cycle is the essence of an effective automatic trading desk. Speed is crucial: firms need to test and develop new trading strategies to bring to market as quickly as possible so they can remain competitive in an increasingly automated environment.”
Matthew Clements, Editor of The Technical Analyst, said, “Our judges were once again impressed with QuantHouse as a complete end to end solution for strategy development and back testing.”
Media contacts: QuantHouse Lindsay Clarke, Holly Finn Streets Consulting firstname.lastname@example.org
About QuantHouse 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.