QuantHouse, the leading provider of end-to-end systematic trading solutions announced today that Quantam, a leading European based asset manager, has selected QuantFeed low latency market data solutions together with QuantLink proximity hosting and order routing services to benefit from QuantHouse's sub millisecond Direct Market Access in Europe and the US.
QuantHouse is a provider of end-to-end solutions including low latency market data technologies, alpha generation development framework and infrastructure trading services for systematic trading firms who want to take the lead.
Commenting on the announcement, Pierre Feligioni, General Manager & Founder of QuantHouse, said, "Latency sensitive buy side clients are expecting high performance systematic trading technologies to optimize their trading business. This new significant win with Quantam clearly shows that QuantHouse is one of the dominant global independent providers of low latency trading solutions".
Max Dupont, Founding Chairman & CEO of Quantam added, "As Quantam develops more and more short term arbitrage strategies, it is key to deploy proximity hosting infrastructure and obtain ultra low latency market data feeds through QuantHouse's solutions. It is also essential to benefit from complete historical tick-by-tick data from the main electronic exchanges in order to setup reliable and efficient strategies, and QuantHouse is clearly offering this high quality feature. QuantHouse allows Quantam to concentrate on trading while using the most effective market data feed and proximity hosting solutions we've seen so far."
Stephane Leroy, Head of Global Sales and Marketing at QuantHouse, concluded, "This contract with Quantam builds on our success with hedge fund desks and further cements our reputation as a leading edge provider of low latency trading solutions. Our QuantLINK proximity hosting and fast order routing services combined with our QuantFEED solution allow low latency sensitive clients to take the lead."