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.

Many risks affect the potential success of corporate operations in capital markets. At ABC arbitrage 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.

Our quants built innovative models to predict short to mid-term variations and relative pricing effects of many liquid asset classes (Single stocks Equities / Futures on Indices, Volatility, Commodities & Treasuries).
This includes a wide variety of systematic strategies (Mean Reversion, Trend Following, Term Structure, Optimized Portfolio) from intraday correlated pairs (e.g. Index A vs Index B) to mid-term cross asset lead-lag effects (e.g. interaction between Treasuries prices and their currencies).

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.