QuantHouse Announces QuantFACTORY v5 Reinforcing its Leadership as Trading Platform of Choice for Quants

New York, London and Paris - 29 June 2010

QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today the release of a major upgrade of its flagship automated trading platform QuantFACTORY with the version 5.0.

The QuantFACTORY suite of products offers a complete set of tools to manage the end-to-end quantitative strategy and program development cycle from alpha research, coding and back-testing to real time execution.

Based on a .NET framework and fully integrated within Visual Studio, QuantFACTORY provides an Event based Processing framework which helps Quant traders to develop computerized trading strategies in a Multi-asset class and multi time frequency environment. From data management and strategy development to effective execution monitoring, QuantFACTORY provides the appropriate
tools within an open architecture to allow anyone to link pre-existing libraries and add an infinite number of adapters for data vendors or brokers EMS.

Commenting on the announcement, Pierre Francois Filet, CEO and co-Founder of QuantHouse: "We are enthusiastic about QuantFACTORY version 5.0. It brings our clients improved performance, as well as additional features and more broker and market data connectors, allowing them to launch trading models into production even faster. With clients such as Credit Suisse, Quantitative
Investment Management and Societe Generale, we believe that QuantFACTORY is set to become the development platform of choice for Quants and program trading developers.

Stéphane Leroy, Head of Global Sales and Marketing at QuantHouse, concluded, "This new version of QuantFACTORY will bring our clients more business opportunities by reducing significantly the time it takes to launch trading models. We are further developing our business relationships with prime brokers in order to help the start up hedge fund market segment grow even more rapidly.”

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