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


Online course (MOOC)

Introduction to Market Microstructure

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

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 +33 1 70 48 26 36

Anatole Casimir: Quantitative Research Analyst

Antoine Falck: Quantitative Research Analyst

Cheng-Feng Gu: Quantitative Research Analyst

Yanis Mahi: Quantitative Research Analyst

Ludovic Quily: Quantitative Research Analyst

Bo-Yuan Huang: Quantitative Research Analyst

Elise Lacoste: Quantitative Research Analyst

Zaid Najib: Quantitative Research Analyst

Grégoire Lambrecht: Quantitative Research Analyst

Nastassia Tardy: Quantitative Research Analyst