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Neurons and networks making finance a better place

Weareateam

We are a team of enthusiastic technologists, building innovative trading systems and strategies since 1995

What do we really do?

We develop systematic arbitrage strategies for liquid assets, all over the world.

Here are a few strategies we work on at ABC

Liquidity arbitrage + see more

For markets to be fully efficient there is a need for actors such as ABC arbitrage who can immediately detect and correct any differences in trading prices between linked assets. These inconsistencies can be due to disruptive supply and demand factors such as imperfect information. We do this all over the world, 24 hours a day, with our cutting edge technology.

Risk arbitrage+ see more

Many risks affect the potential success of corporate operations in capital markets. At ABC we have developed sophisticated models that predict the probability of each new operation’s success. Our technology includes the platform to apply the models on an industrial, global scale to capture any apparent risk mispricing in the market.

Statistical arbitrage+ see more

This includes a wide variety of systematic strategies and asset classes from intraday pair-trading (e.g. auto manufacturer A vs auto manufacturer B) to mid-term cross asset lead-lag effects (e.g. interaction between commodity prices and inflation). Our quants build innovative models to predict short to mid-term variations and relative pricing effects of many liquid assets.

Derivatives arbitrage+ see more

Derivatives, such as Options, are complex instruments whose pricing is very sensitive to a large set of variables and asset classes. This complexity creates an intricate web of potential pricing inefficiencies, and large fields of exploration where our quants can exercise their innovative capacities as well as apply our cutting edge technology.

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We enjoy a culture of trust, innovation and scientific rigor

All over the world

America, Europe, Asia, Africa, Oceania

Arbitrage opportunities pop up all over the world many times per second, and speed is king to capitalize on them efficiently. We must collect the data, process it and act on it in less than the blink of an eye.

Our technological infrastructure is deployed around the world in strategic locations close to the main exchanges.

Our operational team is located in two of the most exciting cities in the world: Paris and Singapore, but our algorithms constantly track inefficiencies over 5 continents.

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We are enthusiastic technologists

Our success comes from hiring amazing people and giving them freedom and responsibility

Technology at the core

Conceiving a successful strategy may require experience, quantitative analysis and out-of-the box thinking, but it also needs technology as the back-bone and delivery mechanism.

At ABC arbitrage, we are not simply trying to keep up. We place technology and engineering at the core of all we do and rely on it to progress in such a challenging environment.

Mastering our information system

The quality and performance of our software and our technical infrastructure is absolutely key. Our information system is proprietary, meaning we craft it ourselves and enhance it relentlessly into an increasingly efficient and ever-evolving platform.

At ABC arbitrage we strive to master our business domain, applying the best principles and techniques of software design and integrated technologies. We believe this shows through in the value it continuously succeeds in delivering.

Engineering culture

What we do is highly technical from any perspective. The complexity and the diversity of the challenges we face every day – performance, reliability, scaling, compliance, etc. – can only be achieved by a team of very talented and passionate engineers.

At ABC arbitrage, ​​software development is not simply a task carried out by one team; it’s central to the way we innovate. About half of our entire workforce, from quantitative research to risk management, and of course the whole software R&D department, codes on a regular basis.

Some projects and metrics