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PostPosted: Sat Feb 03, 2007 9:18 pm 

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
London, St Petersburg and Paris, 2 February 2007

Quant House, the ultra low latency market data feeds, feed handlers and solutions provider for quant traders and low latency sensitive financial institutions, today announced the acquisition of the SmartQuant technology, rebranded QuantFACTORY. SmartQuant trading strategies development tools enable users to develop, back test, simulate and execute powerful program trading strategies. By combining ultra low latency market data technologies to QuantFACTORY suite of products, Quant House is doing a strategic move towards building the first end-to-end program trading solution to help hedge funds, proprietary desks and program trading firms to optimize their trading strategies development cycle to trade ahead. With already more than 60 clients globally, QuantFACTORY is already a stable and well known solution among the growing community of program trading firms.

Pierre-François Filet, CEO & Founder of Quant House, commented :

"This acquisition is part of our vision to build a complete end-to end program trading solution portfolio to help program trading firms to trade ahead. Program trading development tools were already in our DNA as the main founders of Quant House are former quant developers and IT advisors of a London based arbitrage hedge fund. I’m delighted to welcome Dr Anton Fokin as Strategic R&D partner, he will bring a significant expertise and will participate with us in future QuantFACTORY evolution.�

Dr Anton Fokin, CEO & Founder of SmartQuant, added :

"I’m very enthusiast and look forward to work with Quant House leadership team as I believe that combining the development skills of SmartQuant with the market data technology, support services capabilities, engineering know how and go to market expertise of Quant House will soon create a market leader in program trading development solutions.�

Stéphane Leroy, Head of Global Sales and Marketing at Quant House, commented :

“This strategic move is also clearly the answer to a growing number of clients requesting leading edge solutions to shorten the time from an initial trading model idea to the moment it’s live on the market. With QuantFACTORY suite of products, our clients will optimize their development cycle going through research, development, back testing and execution phases much more rapidly and efficiently. Clients will save time and budget by focusing on their core business rather than devoting efforts to searching and building ad-hoc technologies�

For further information please contact:

Stéphane Leroy, Quant House

Tel: +44 (0)207 676 8100

About Quant House

Quant House’s mission statement is to help quantitative traders and low latency sensitive financial institutions to “trade ahead�. Quant House products and services offering is composed of:

- Ultra Low Latency Market Data and Feed Handlers because trading ahead is also being the first to detect market opportunities,
- Integrated Development Environment for trading strategies development because trading ahead is also being the first to implement new trading models,
- Execution engine because trading ahead is also being the one to trade opportunities,
- Proximity hosting services because trading ahead is also related to infrastructures.

Quant House has the benefit and support of a very experienced group of investors. The Investor group is led by one of the world's largest global brokerage organisations, FIMAT International Banque, a subsidiary of Société Générale group.

For more information about Quant House and its solutions for quant traders, please visit:

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