Euronext Quantitative Research and Data
Quantitative Research Papers
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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
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