Arbitragis to use QuantHouse’s market data feed

Arbitragis, a European arbitrage trading firm specialising in quantitative derivatives-trading strategies, has chosen QuantFEED, a low-latency market data feed solution provided by trading technology firm QuantHouse.
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Arbitragis, a European arbitrage trading firm specialising in quantitative derivatives-trading strategies, has chosen QuantFEED, a low-latency market data feed solution provided by trading technology firm QuantHouse.

“QuantHouse has managed to deliver the best ultra low-latency market data in the marketplace,” said Tuan Nguyen, founding partner of Arbitragis, in a statement. “The quality of the data, as well as the extreme versatility and robustness of their API, has allowed Arbitragis to be on par with the best equipped trading rooms in the world.”

He added, “As an arbitrage trading firm dealing with ultra high frequency trading strategies, QuantHouse technology has allowed us to concentrate on trading, strategy design and algorithmic trading.”

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