Euronext Quantitative Research

Quantitative research designed for investors and market participants across the globe.

Gain transparency and insight on market trends and trading mechanisms

Euronext Quantitative Research and Data

Data products

New data insights for hedge funds, brokers and market makers, to improve algorithmic strategies, with our daily behavioral and flow products

Research papers

Quantitative research papers on market microstructure and related regulatory topics, such as trading mechanisms and market flows

Academic contributions

Academic market microstructure content and educational materials in partnership with the Institut Louis Bachelier

Quantitative Research Papers

Academic contributions

media
Engelsk

Online course (MOOC)

Introduction to Market Microstructure

Key concepts to understand the main mechanisms at play in electronic trading

Contents
Introduction
I. European markets fragmentation and liquidity
II. Key practical questions from an investor’s point of view
III. Key orderbook properties
IV. Market fragmentation and competition across venues
V. Key forecast based on the orderbook

2 hours - 18 videos

Euronext Quant Research Team

Paul Besson: Head of Quant Research
pbesson@euronext.com +33 1 70 48 26 36

Anatole Casimir: Quantitative Research Analyst
acasimir@euronext.com

Antoine Falck: Quantitative Research Analyst
anfalck@euronext.com

Cheng-Feng Gu: Quantitative Research Analyst
chgu@euronext.com

Yanis Mahi: Quantitative Research Analyst
ymahi@euronext.com

Ludovic Quily: Quantitative Research Analyst
luquily@euronext.com

Bo-Yuan Huang: Quantitative Research Analyst
bhuang@euronext.com

Elise Lacoste: Quantitative Research Analyst
ellacoste@euronext.com

Zaid Najib: Quantitative Research Analyst
znajib@euronext.com

Grégoire Lambrecht: Quantitative Research Analyst
glambrecht@euronext.com

Nastassia Tardy: Quantitative Research Analyst
nastassia.tardy.contractor@euronext.com