Market Quality publications

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Overview of all Euronext quant research, news, newsletters and reports related to market quality.

Equity Trading - October 2023
In this month’s Equity Trading Newsletter, you will find details on the upcoming expansion of Euronext Global Equity Market (Euronext GEM) – planned in November 2023 to facilitate the access to…
man 06/11/2023 - 11:18 #Equity Trading Newsletter
Equity Trading - September 2023
On 27 March 2023, Borsa Italiana equity markets migrated onto Euronext Optiq® platform. What can we observe 6 months later?
Take a look at this newsletter and our latest equity…
fre 29/09/2023 - 17:19 #Equity Trading Newsletter
Equity trading ‘Made in Italy’: From migration to…
How market quality has evolved since the migration of Borsa Italiana equity markets onto Euronext Optiq®
After publishing studies on (#1) the evolution of market quality during Covid volatility…
ons 27/09/2023 - 14:04 #Short Equity analysis
Equity Trading - Summer 2023
As the summer period is approaching, we are glad to share a recap of the first half of 2023 with (1) evolution of market share across exchanges and MTFs, (2) the successful migration of Italian…
fre 28/07/2023 - 18:12 #Equity Trading Newsletter
Equity Trading - May 2023
In this month’s Equity Trading Newsletter, you will find equity product innovation updates as we plan to (1) launch dark trading and midpoint functionalities, and (2) expand our retail offering…
ons 31/05/2023 - 15:36 #Equity Trading Newsletter
Equity Trading - April 2023
Market quality analysis on Euronext remaining the venue for price formation in Europe.

We provide observations on Euronext’s superior price formation metrics compared to…
fre 14/04/2023 - 17:00 #Equity Trading Newsletter
Milan equities outperform Equiduct APEX
Pages: 16
Publication date: 13 March 2023
Authors: Paul Besson, Head of Quantitative Research, Théo Compérot, Quant Research Analyst and…man 13/03/2023 - 14:53 #Euronext Quantitative Research
Equity Trading - March 2023
Factual insights on Euronext being the market where price formation happens.

We also provide observations on Closing Auctions activity, evolution of European equity volumes…
ons 01/03/2023 - 09:00 #Equity Trading Newsletter
Equity Trading - January 2023
2022 was marked by superior and resilient market quality, even in times of volatility as demonstrated by our quantitative research studies, record trading days, and our core data centre migration…
lør 25/02/2023 - 11:55 #Equity Trading Newsletter
Better trading at the Closing Auction
Pages: 54
Publication: 25 January 2021
Authors: Paul Besson, Head of Quantitative Research and Raphael Fernandez, Quant Research Analyst…tir 31/01/2023 - 09:00 #Euronext Quantitative Research
FX Global Code vs Non-Code execution quality…
Pages: 27
Publication: 30 November 2022
Authors: Paul Besson, Head of Quantitative Research and Mehdi-Lou Pigeard, Quant Research Analyst
FX Global…
ons 30/11/2022 - 12:07 #Euronext Quantitative Research
From better Markouts to better passive execution…
Pages: 28
Publication: 6 October 2022
Authors: Paul Besson, Head of Quantitative Research, Théo Compérot, Quant Research Analyst and Cheng…tor 06/10/2022 - 10:58 #Euronext Quantitative Research
Equity Market more resilient to global turmoil?
The geopolitical tensions of 2022 are bringing back volatility to the markets. Covid outbreak
The Covid outbreak in 2020 had already marked a turning point, with volatility at consistently higher…
søn 01/05/2022 - 09:00 #Short Equity analysis
Better passive posting across Lit venues
Pages: 40
Publication: 17 February 2022
Authors: Paul Besson, Head of Quantitative Research, Théo Compérot, Quant Research Analyst and…tor 17/02/2022 - 17:57 #Euronext Quantitative Research
Equity market quality in times of volatility
2020 was an exceptional year in terms of volatility in Europe, reaching the levels of 2008 (measured by the CAC 40® Volatility Index or VCAC). Over the course of 2020 and 2021, volatility has…
ons 01/12/2021 - 09:00 #Short Equity analysis
The rise of retail: new investment tactics and…
The recent debate about the execution service on the GameStop stock has brought to the fore the question of “payment for order flow”. We believe these practices create conflicts of interest, to the…man 15/02/2021 - 10:00 #Market Quality, trading volumes and statistics
BoB versus Apex: Trading on Apex more costly than…
Pages: 20
Publication: 13 October 2020
Authors: Paul Besson, Head of Quantitative Research and Théo Compérot, Quant Research Analyst BoB…tir 13/10/2020 - 17:45 #Euronext Quantitative Research
VBBO Trading: A best execution solution?
Pages: 18
Publication: 10 July 2020
Authors: Paul Besson, Head of Quantitative Research and Théo Compérot, Quant Research Analyst VBBO…fre 10/07/2020 - 18:08 #Euronext Quantitative Research