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File Internship for 5 to 6 months : Microstructure Theory: Towards a better Description of the Price Process
At this microscopic level of the price formation process, new analytical tools must be brought in because of issues such as stochastic time or the bid-ask ...
News Item Club Finance Paris des Grandes Ecoles
Talk on structured products (15 December 2009)
File Assistant Trader Internship
Assitant trader internship offer, starting from January 2010 or later, for 6 months. Email : stages@arbitragis.com
File Internship Subject: Parallel Computing and Computational Finance
Equity derivatives pricing and trading requires a massive amount of computation and a fairly good understanding of optimization techniques. Now that we are ...
File Internship Subject: Noise Microstructure Analysis in Financial Data
A new field in quantitative finance is emerging : high-frequency trading. This area of derivatives trading is very different from traditional trading (say ...
File Internship Subject: Building an Analytical Software for Derivatives Pricing
Equity derivatives pricing is a complex task and requires lots of data crunching : historical volatility, implied volatility, dividend levels, credit default ...
File Internship Subject: Building a Real-Time Arbitrage Trading Robot (January to March 2010, for 4 to 6 months)
You have learned in graduate school that stocks follow a brownian movement and that it is hence impossible to predict the future to make money on the markets. ...
File Internship on Futures on Volatility : January 2010 or later, for 4-6 months.
A new asset class within the world of financial derivatives has recently emerged a decade ago: volatility itself and futures on volatility. Pricing such ...
News Item Corporate Presentation at Paris 7 M2 in Probability.
Arbitragis Trading will make a corporate presentation for students of Paris 7 and introduce its Quant Trading activities.
File Designing a Trading Robot that Trades Futures on Volatility
A new asset class within the world of financial derivatives has recently emerged a decade ago: volatility itself as well as options on volatility. Pricing such ...
File Designing a Trading Robot that Implements Derivatives Strategies on the Market
This project for third-year Applied Mathematics students of ECP is about creating a series of trading robots that will trade different strategies that exist in ...
News Item Partnership between Ecole Centrale Paris and Arbitragis
File Best Go playing engine in the world...
At Arbitragis Trading, we love technology, mathematics, algorithmics and challenges. Checkers have been solved, chess is now routinely won by computers, but go ...
Folder Innovative and esoteric projects
We have a Google-like culture and indulge 10% of our time in R&D projects unrelated to Quant Finance. We have been studying ways to improve the intuitive ...
File Algorithmic Music derived from Financial Market Data - Baptiste Bohelay - Arbitragis Trading.
We are studying ways to improve the intuitive cognition of high frequency data of an orderbook. We use a software inspired by the French research center on ...
Folder Scientific Seminars (Ecole Centrale Paris) 2009-2010
File Monte Carlo Go Program (Scientific Seminar 2009-2010)
Create a Go program on GPU. This program will be based on the program which is currently world champion.
File Cours Ecole Centrale Paris, 3ème année, Finance Computationnelle et Cuda. Tuan Nguyen
Cours de finance computationnelle et de calcul parallèle pour les ECP de la filière maths apps
Page Testimonies from former interns
Folder Testimonies from alumnis
Folder Internship offers for 2009-2010 (open PDF files for detailed offer)
File Préparation du cours "Computational Finance". Ecole Centrale Paris, 3ème année.
Préparation du cours "Computational Finance" donné aux ECP 3ème année pour le premier trimestre 2009. Introduction à Cuda.
File Local Volatility Models and Variance Gamma Models - Master's Thesis, Ronan Costouaec, ENPC.
This Master's Thesis is about local volatility models, and Variance Gamma model. Preprint in French.
News Item Arbitragis Trading has partnered with Ecole Centrale Paris to teach Computational Finance
News Item Arbitragis Picks Quant House for Arb Algos
Press release from www.insidemarketdata.com
File Scientific Seminar # 2 - ECP 2008-2009
Subject of quantitative finance for ECP students. Arbitrage of Futures on Volatility and Pricing of Options on Volatility
File Scientific Seminar # 1 - ECP 2008-2009
Alternative Hedging Strategies for Derivatives: Hedging Multi Fractional Brownians Across Different Time Scales
File Cox Ross Rubinstein Trinomial Option Pricing Model on GPU.
News Item Arbitragis, a continental european based arbitrage trading firm selects QuantFEED
Folder Quantitative Finance
In-house articles about derivatives research and computational finance.
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