Quant House is a provider of end-to-end program trading solutions including low latency market data technologies, trading strategies development framework, execution engine, proximity hosting and fiber optic network services in order to help program trading firms to trade ahead.

QuantFACTORY is a suite of products composed of:

• QuantDEVELOPER, to develop and back test trading strategies,
• QuantDATACENTER the market data management module,
• QuantENGINE the strategy container to execute trading strategies.

Michael Geismar, President Quantitative Investment Management, commented: "In today's trading environment it is imperative that the trading tools we use as a quantitative hedge fund are state of the art. Reliability, time to market and return on investment are the key success factors. From market data, research, strategy development, back testing and execution, Quant House's end-to-end program trading solution enables us to optimize the entire development cycle in order to focus our time and resources on our core business."

Pierre-François Filet, CEO & co-founder of Quant House, added: "We are very proud to work with one of the main US based quantitative program trading hedge funds. This additional win in the US shows the excellence of Quant House technology and the high level of commitment of our entire staff."

Stephane Leroy, Head of Global Sales and Marketing at Quant House, concluded: "The transition between screen based trading and program based trading is accelerating, especially in the US. With this new success involving the Quant House end-to-end program trading solution, we again demonstrate that our added-value proposition is helping clients to go through this "quantum gap" rapidly and cost-effectively".