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Hedgetalk
by Alex Akesson on April 16, 2007
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.
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."
* QuantDEVELOPER, to develop and back test trading strategies,
* QuantDATACENTER the market data management module,
* QuantENGINE the strategy container to execute trading strategies.
Permalink: Hedge Funds & the Technology They Choose
Trackback: http://publish.creative-weblogging.com/publish/mt-tb.pl/63879
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