QuantHouse Launches Historical Data on-Demand to Speed Up Trading Strategies

QuantHouse, The global provider of end-to-end systematic trading solutions has launched Historical Data on-Demand designed to dramatically speed up the research, development and backtesting phase of any trading strategy.

While critical for successful trading, the research, development and backtesting phase has been a historically lengthy and onerous process as market participants have to identify data sources, align formats and code to those data sources, allocate storage capacity to download the necessary files and ultimately incorporate into their trading models to assess the viability of their trading strategy.

Time is of the essence. QuantHouse’s fast, reliable historical data – on-demand – for use in any client model and allows clients to implement new trading ideas within days rather than weeks or even months.

Stephane Leroy, Chief Revenue Officer and business co-Founder at QuantHouse, said: “The trading landscape has changed significantly in the past few years; it is no longer about how fast your trades are sent, but how quickly your trading strategy can be ready. In order to move away from speed trading to smart trading, you need access to trusted, reliable and consistent data on-demand, so that you can spot changes and emerging patterns in the market quickly and evaluate and adjust your trading strategy accordingly. Our new Historical Data on-Demand service gives clients a distinctive edge by moving to a much more real-time environment. This provides a real breakthrough for the algo trading industry.”

Denery Fenouil, Chief Technical Officer, QuantHouse, commented: “The length of the research, development and backtesting cycle often pushes the actual execution of the trade beyond optimal timings. By giving your research and development teams the right tools like Historical Data on-Demand, they will be able to rapidly test new and current trading strategies in order to detect potential losses or degradation of the strategy within days, not weeks. This then enables clients to quickly adjust their trading strategies, in order to make the changes needed before it hits your P&L.”

QuantHouse’s offering includes up to 10 years of historical data on-demand for the US, European and Asian-Pacific markets, available via a web portal and without the need to integrate an API. Historical data can be replayed over prior time periods with the results then being refined and adjusted in order to optimise trading performance, according to the company’s announcement.