Our History

In 1994 Savvas developed the initial concept of MicroMetriks, a quantitative economics product for the UK.

Following two years of development, in 1996 Savvas launched Margin-Call, the first quantitative economics service of its kind. It exploited the rich data available from the UK’s central statistical agency, the ONS. The dataset offers timely and detailed information at sector level for prices, costs and demand. The system allows the data to be transformed into earnings signals; where the underlying economic data generates metrics for operating margin and revenues, and offers users a check-and-balance against reported company earnings.

Within a year the product was ranked No.1 UK Quantitative Analysis in the Extel investor survey.

In 1999 Savvas and his team moved to Commerzbank Securities and added a European dataset to their system. This came first in the category for European Quantitative Analysis in 2000.

Having returned to Credit Lyonnais in 2002, a Japanese dimension was added.

In 2003 the team moved to Lazard & co. where the US-side was developed further. The quantitative data was widely used at the Capital Markets, Asset Management and Banking levels of Lazard in the UK, Continental Europe and US.

In 2005 Savvas and the team formed QuantMetriks Research Ltd.

In 2007, Toscafund Asset Management took over QuantMetriks and used it to set up their own fund and give investment advice.

In 2024, the team reemerged to form QuantMetriks Advisory.

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