QuantHouse launches algo-trading stress testing solution
July 11, 2017

QuantHouse, an independent global provider of end-to-end systematic trading solutions, has today announced the launch of its algo-trading stress testing solution to help financial firms meet their MiFID II testing requirements. Hosting the new platform at Interxion in London ensures that all QuantHouse and Interxion community members benefit from ultra-low latency access to the new solution, it adds.

Partnering with Interxion, a provider of carrier and cloud-neutral co-location data centre services in Europe, means QuantHouse's new stress testing solution is made available via a single cross-connect through a single application programming interface, enabling clients to rapidly connect to the platform in order to build stress testing scenarios.

As part of the MiFID II regulation coming into effect in January 2018, firms will be required to introduce robust processes into their organizations in order to provide effective control methods over increased market volatility. From 2018, investment firms will be required to therefore stress test their algos by running high trade volume tests using at least twice the highest volume of trading reached by a particular firm over a previous six-month period.





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QuantHouse, an independent global provider of end-to-end systematic trading solutions, has today announced the launch of its algo-trading stress testing solution to help financial firms meet their MiFID II testing requirements. Hosting the new platform at Interxion in London ensures that all QuantHouse and Interxion community members benefit from ultra-low latency access to the new solution, it adds.

Partnering with Interxion, a provider of carrier and cloud-neutral co-location data centre services in Europe, means QuantHouse's new stress testing solution is made available via a single cross-connect through a single application programming interface, enabling clients to rapidly connect to the platform in order to build stress testing scenarios.

As part of the MiFID II regulation coming into effect in January 2018, firms will be required to introduce robust processes into their organizations in order to provide effective control methods over increased market volatility. From 2018, investment firms will be required to therefore stress test their algos by running high trade volume tests using at least twice the highest volume of trading reached by a particular firm over a previous six-month period.



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