Market Quality publications
Market Quality publications
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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… #Euronext Quantitative Research -
Equity Market more resilient to global turmoil?
The geopolitical tensions of 2022 are bringing back volatility to the markets. Covid outbreakThe Covid outbreak in 2020 had already marked a turning point, with volatility at consistently higher…
#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… #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…
#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… #Market Quality, trading volumes and statistics -
Better trading at the Closing Auction
Pages: 54
Publication: 25 January 2021
Authors: Paul Besson, Head of Quantitative Research and Raphael Fernandez, Quant Research… #Euronext Quantitative Research -
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… #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… #Euronext Quantitative Research
