Euronext Quantitative Research and Data
Quantitative Research Papers
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Latency costs of Dark MTFs
Pages: 18
Publication date: 24 February 2024
Authors: Paul Besson, Head of Quantitative Research & Anatole Casimir, Quant… #Euronext Quantitative Research -
Milan equities outperform Equiduct APEX
Pages: 16
Publication date: 13 March 2023
Authors: Paul Besson, Head of Quantitative Research, Théo Compérot, Quant Research… #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
… #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… #Euronext Quantitative Research -
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 -
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
Academic contributions
media
English
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
mahi@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