Quant research offering
Research Papers
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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… #Euronext Quantitative Research -
Better trading at the Closing Auction
Nb of pages: 54
Date of publication: 25 January 2021
Authors: Paul Besson, Head of Quantitative Research and Raphael Fernandez, Quant Research Analyst Strong rise in the market share of… #Euronext Quantitative Research -
FX Global Code vs Non-Code execution quality…
Nb of pages: 27
Date of publication: 30 November 2022
Authors: Paul Besson, Head of Quantitative Research and Mehdi-Lou Pigeard, Quant Research AnalystFX Global Code/Non-Code…
#Euronext Quantitative Research -
From better Markouts to better passive execution…
Nb of pages: 28
Date of publication: 6 October 2022
Authors: Paul Besson, Head of Quantitative Research, Théo Compérot, Quant Research Analyst and Cheng-Feng Gu, Quant Research Analyst… #Euronext Quantitative Research -
Better passive posting across Lit venues
Nb of pages: 40
Date of publication: 17 February 2022
Authors: Paul Besson, Head of Quantitative Research, Théo Compérot, Quant Research Analyst and Victor Vialard, Quant Research Analyst… #Euronext Quantitative Research -
BoB versus Apex: Trading on Apex more costly than…
Nb of pages: 20
Date of publication: 13 October 2020
Authors: Paul Besson, Head of Quantitative Research and Théo Compérot, Quant Research Analyst BoB versus Apex No free lunch - trading… #Equity Trading montly, #Euronext Quantitative Research
Academic contributions
media
Engels
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: Quantitative Research Analyst
chgu@euronext.com
Yanis Mahi: Quantitative Research Analyst
ymahi@euronext.com
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mahi@euronext.com
Ludovic Quily: Quantitative Research Analyst
luquily@euronext.com
Bo-Yuan Huang: Quantitative Research Analyst
bhuang@euronext.com