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QSG to Integrate Pre-Trade Market Impact Forecast into Leading Optimization and Simulation Providers

June 22, 2006 - Naperville, IL– The Quantitative Services Group (QSG) announced today a plan to provide a new, more accurate market impact cost forecasts to several leading portfolio optimization and trading platforms.

The firm stated that it will be providing a unique strategy relative solution for each stock, portfolio, or basket to leading optimization providers, including Axioma Inc. In addition, QSG stated it will also be providing a historical and on-going record of its pre-trade forecasts to ClariFI’s™ ModelStationTM platform to facilitate robust strategy back-testing and portfolio simulations.

“With these advanced optimization and simulation techniques speeding the velocity of today’s equity markets, we knew our pre-trade research needed to go beyond simple average bid-offer spread or price variance techniques,” stated Tim Sargent, CFA, President of QSG. “Our methodology incorporates empirical measures that reflect the daily tick-to-tick changes in a stock price and volume profile and go beyond the simplistic piece-wise forecasts.”

“The combination of QSG’s Pre-Trade Analyst® and T-Cost Pro® post-trade analysis service allows our research group to work with each client and systematically refine the client’s pre-trade accuracy by providing a dynamic feedback loop,” added John Wightkin, CFA, Managing Partner. “Ultimately, we can fine-tune the investment decision to the Portfolio Manager’s investment style and stock selection process, including algorithmic trading.”