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QuantHouse reports US investment bank implementation

15 February 2011  |  2378 views  |  0 Source: QuantHouse

QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today that one of the top US investment bank went live using Tbricks systems and the QuantFeed ultra low latency market data solution in a fully hosted set-up allowing the client to go live in less than 6 weeks.

TBRICKS offers groundbreaking technology to satisfy ambitious proprietary trading professionals. TBRICKS provides unprecedented scalability and unmatched performance, and has been designed for strategy based trading as well as computer-aided manual trading.

QuantHouse is a provider of end-to-end advanced trading solutions including low latency market data technologies, an alpha generation development framework and infrastructure trading services for systematic trading firms who want to take the lead.

"We are very excited by this new success. Clients are now able to leverage both leading edge technologies from TBRICKS and QuantHouse in order to accelerate their time to market and improve their trading performance." said Pierre Feligioni, CEO and co-founder of QuantHouse.

"Clients are looking towards using leading edge technologies with a very aggressive go-live objective," said Urs Rutschmann, COO of TBRICKS. "Combined with QuantFEED low latency market data solutions, TBRICKS systems allow for the rapid deployment of an unlimited number of simple or complex trading strategies while maintaining extreme performance."

"We are delighted to welcome TBRICKS as a partner in our business eco-system. Innovative next generation trading solutions are coming from leading firms such as QuantHouse and TBRICKS who are raising the benchmark." concluded Stephane Leroy, global Head of Sales & Marketing at QuantHouse.

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