Quant House announced today that it has been selected by QIM, a US based quantitative hedge fund, to provide its multi asset-class trading strategies development framework, QuantFACTORY.

Michael Geismar, President of hedge fund 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."

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.