static abstract methods in c++

I have an abstract base class

class IThingy
{
  virtual void method1() = 0;
  virtual void method2() = 0;
};

I want to say - "all classes providing a concrete instantiation must provide these static methods too"

I am tempted to do

class IThingy
{
  virtual void method1() = 0;
  virtual void method2() = 0;
  static virtual IThingy Factory() = 0;
};

I know that doesnt compile, and anyway its not clear how to use it even if it did compile. And anyway I can just do

Concrete::Factory(); // concrete is implementation of ITHingy

without mentioning Factory in the base class at all.

But I feel there should be some way of expressing the contract I want the implementations to sign up to.

Is there a well known idiom for this? Or do I just put it in comments? Maybe I should not be trying to force this anyway

Edit: I could feel myself being vague as I typed the question. I just felt there should be some way to express it. Igor gives an elegant answer but in fact it shows that really it doesn't help. I still end up having to do

   IThingy *p;
    if(..)
       p = new Cl1();
    else if(..)
       p = new Cl2();
    else if(..)
       p = new Cl3();
    etc.

I guess reflective languages like c#, python or java could offer a better solution