Quantam, a long/short asset manager based in France, has selected the QuantFEED low-latency market data and QuantLINK proximity hosting and order routing services from QuantHouse, a provider of systematic trading solutions.
The solutions will allow Quantam to benefit from QuantHouse’s sub-millisecond direct market access capabilities in Europe and the US.
“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,” said Max Dupont, founding chairman and CEO of Quantam, in a statement. “It is also essential to benefit from complete historical tick-by-tick data from the main electronic exchanges in order to set up 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.”
Quantam offers qualified investors a short-term systematic investment programme managed though models supervised by experienced managers. The models take long and short positions on the most liquid electronic futures contracts worldwide and execute thousands of orders a day.