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.

Pierre Feligioni, CEO and co-Founder of QuantHouse, said: "We are enthusiastic about the growing number of start-up hedge funds using the QuantFACTORY systematic trading solution. Lead time to market being a key driver for those firms, QuantHouse end-to-end product portfolio seems to be a perfect fit to secure and kick off their business plan."

Jean-Fabrice Faria de Moura-Serra - Fund Manager at Global Cap AG, added:"QuantHouse was very flexible as we started with an initial 3 month Proof Of Concept contract where we developed and backtested all our models. We then started to trade live with full confidence through our broker using QuantFEED and QuantLINK suite of products. Going live with our new hedge fund, called GC Sigma, in less than 3 months, is certainly a great achievement and QuantHouse technology was certainly a key success factor".

Stéphane Leroy, Head of Global Sales and Marketing at QuantHouse, concluded,"This new success confirms the fact that QuantFACTORY is becoming a key product line for the firm going forward. Systematic trading firms tend to realize that their 'in-house' build strategy has limits they can overcome with QuantFACTORY and the rest of the QuantHouse product portfolio to gain time and resources."