9 February 2009London, New York and Paris QuantHouse, the leading global provider of end-to-end systematic trading solutions announced today it is providing the software to assist a leading investment bank, Credit Suisse, in developing, backtesting and executing Systematic Trading Strategies. QuantFACTORYâs suite of products offers a complete set of tools for quantitative trading strategies development and automation for hedge funds and institutional systematic trading companies. Based on a .NET framework and integrated into Visual Studio, it allows financial institutions to optimize the systematic trading strategies development cycle from research & development to back-testing and execution. Pierre-François Filet, CEO & co-founder of QuantHouse, added : âWe are glad to see a growing number of significant market leaders such as Credit Suisse choosing QuantFACTORY. It confirms the company business and technology leadership in this very promising global market. â Stephane Leroy, Head of Global Sales and Marketing at QuantHouse, concluded : "Hedge funds, Prop Desks or CTAs are more and more moving away from using trading tools developed internally and start to recognize the value of buying external trading technologies provided by leading edge providers. Whether we talk about our low latency market data technologies or systematic trading development tools, we are seeing more and more top firms confirming QuantHouse leadership in that space.â http://www.quanthouse.com/node/69 Good to know, there is another "systematic" intraday liquidity provider out there !