Such Changes Would Bring MBS Closer to Corporate Bond Market --Kroszner
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Kroszner: Data Suggest Home Mortgage Debt Hasn't Risen at All Since Spring '08
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Kroszner: New Infrastructure for MBS Could Increase Transparency, Promote Indepndent Credit Analysis
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Data Suggest Near-Term Challenges for Housing Mkt Stabilization --Kroszner
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Kroszner: Investors Will Remain Skeptical of 2-Layer Securitized Products in Foreseeable Future
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Kroszner: MBS Securitization Contracts Should be More Homogenous, Cash Flow Structures Less Complex
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Securitization of MBS Still Worthy for Cost-Lowering Effects on Home Loans --FED's Kroszner
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Securitizations Should Involve Fewer, Larger MBS Tranches --Kroszner
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Correction: BOC Injects C$3bln in Term Repos
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Six Gunmen Shot By Indian Security at New Dehli Airport --BBC
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Of The Major Parties at Auto Hearing, Only UAW Has Done Something --Dodd
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BOC to Buy Back Up to C$500mln of Bonds on Wednesday
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Congresss Will Try Passing Auto Bailout Bill Before Leaving
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Senate Banking Committee Hearing On Auto Bailout Ends
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30yr Yield Drops to Record Low for 4th Day -- 3.0532%
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Stocks Off New Lows - S&Ps Down 4% at 833, Dow Down 3.5% at 8270
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'Not Persuaded' on Auto Bailout --Shelby on Bloomberg TV
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S&P Just Off Lows, Down 3.2% to 843
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Chrysler "More" Than Happy to Provide Assurances Taxpayers Will Get Money Back
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Citadel down 47% YTD - WSJ
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Algorithmic Trading news articles - QUANT HOUSE PUTS CHICAGO less than 45 milliseconds away from LONDON allowing program trading firms of both cities to benefit from accurate & ultra low latency market data feeds

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Automated Trader Magazine Issue 10 Q4 2008

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Algorithmic Trading News Items

QUANT HOUSE PUTS CHICAGO less than 45 milliseconds away from LONDON allowing program trading firms of both cities to benefit from accurate & ultra low latency market data feeds

Quant House, has announced that the combination of its feed handlers technology with the performance of its private fully owned global fiber optic network between Chicago, New York, London, Paris and Frankfurt will allow program trading firms in London to have access to Chicago based exchanges in less than 45 milliseconds. This duration takes into account the data capture process directly from the exchange, the feed handler processing time and the distribution time between Chicago and London. In addition, Chicago based hedge funds can benefit from similar outstanding performances to get market data feeds from European based exchanges available through Quant House: Euronext, Euronext Liffe, Xetra, Eurex?

Pierre-Fran?ois Filet, CEO & Founder of Quant House, commented:"Financial institutions using program trading technologies are very interested in adopting the most efficient solutions to improve the performance of their algorithmic trading while reducing the associated implementation complexity and costs. Both buy side and sell side firms are under pressure to migrate from legacy market data vendors to the next generation of accurate and low latency market data providers ; and Quant House is definitely well positioned to help them change successfully.?

St?phane Leroy, Head of Global Sales and Marketing at Quant House, added:"The combination of our feed handlers technology enabling sub-millisecond processing time, our hosting facilities located at the closest point to the exchange and our global fiber optic network is an end-to- click here to return to the top of the page