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French tech firm to stress test trading algorithms for Mifid II

New European securities rules subject algorithms to more rigorous requirements

French tech firm to stress test trading algorithms for Mifid II

A French trading-tech outfit is coming to London with an offer to help banks and high-frequency traders "stress test" their algorithms.

QuantHouse, which spun out of index giant S&P Global six months ago, is setting up a new testing lab at a data centre on Brick Lane where banks and trading firms can put the algorithms through their paces.

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