QuantHouse, the global provider of advanced trading solutions, today announced that Metori Capital Management has selected QuantFACTORY to automate its trading portfolio.
QuantHouse provides end-to-end systematic trading solutions including QuantFEED, its ultra-low latency market data technologies, QuantFACTORY, its algo-trading development framework and QuantLINK, its proximity hosting and order routing services. QuantHouse helps trading venues, hedge funds, market makers, proprietary desks, brokers and sell-side firms achieve optimal trading performance.
Metori Capital was set up by former executives of LYXOR Asset Management as an independent firm to manage the EPSILON funds worth circa EUR 400 million. Metori Capital will be managing the EPSILON funds through their automated trading portfolio technology based on QuantFACTORY, the QuantHouse advanced quant trading, development and algo testing framework. By coding their portfolio management rules into QuantFACTORY, Metori Capital will be able to review, fine-tune and optimise each element of the automated trading cycle.
Nicolas Gaussel, CEO and Co-CIO, Metori Capital, said, “Lyxor’s Epsilon team has been working with QuantHouse over the years through its QuantFACTORY technology, allowing full portfolio trading automation making them the natural choice to automate Metori Capital’s trading portfolio solution. We have been impressed by the technology’s performance, resilience and stability, and look forward to working together as we go into operation this year.”
Stephane Leroy, Business Co-Founder and Chief Revenue Officer, QuantHouse, added, “We are delighted to welcome Metori Capital to the QuantHouse client community. In today’s trading environment, both trading ideas and speed to market are of the essence. Firms must be able to test, develop and launch new trading strategies as quickly as possible ensuring the highest level of risk control. We’re delighted to work with Metori Capital to help them achieve full trading automation and business performance.”
Metori Capital Management is an asset management company founded in November 2016 and based in Paris, France. Metori is fully owned by its founding partners, who are seasoned professionals in asset management and capital markets, lifted out from Lyxor Asset Management.
Metori’s primary objective is to accelerate the development of the Epsilon program, one of the oldest managed futures program in Europe. Under the tenure of Nicolas Gaussel as Lyxor CIO, Guillaume Jamet as principal manager and Laurent Le Saint as product manager, the program has won multiple awards and reached a size of over 400M€.
Metori will start operating by the end of Q2.2017, subject to regulatory approvals. The company is regulated in France by the Autorité des Marchés Financiers (“AMF”) (GP-17000002) to manage UCITS, AIF, managed accounts and advisory mandates, and registered as a CPO and CTA with the US Commodity Futures Trading Commission (“CFTC”) and a member of the National Futures Association (“NFA”).
QuantHouse provides trading venues, hedge funds, market makers, proprietary desks, brokers and sell-side with end-to-end trading solutions including algo trading development frameworks, ultra-low latency market data, proximity hosting and order routing. We help trading firms achieve optimal trading performance, develop and integrate new trading strategies, comply with regulatory requirements, test existing and new trading infrastructure tools and rationalise operating costs. Our global trading infrastructure building blocks include QuantFeed, QuantFactory and QuantLink, all accessible via open APIs. QuantHouse was acquired back by the QuantHouse founders in January 2017, after a four-year ownership by S&P Global.