Entities

ABC Arbitrage Asset Management

ABC Arbitrage Asset Management

Nickname
ABC Arbitrage
Entity Type
Location
Founding Date
1995

ABC Arbitrage develops systematic arbitrage models for liquid assets all around the world. It is comprised of a team of keen technologists, building innovative trading systems and asset management strategies to keep financial markets functioning efficiently. ABC Arbitrage is listed on Euronext Paris and has achieved 100% consecutive positive results in fast-changing markets since its inception in 1995.

STRATEGIES


Liquidity Arbitrage

ABC Arbitrage immediately detects and corrects any differences in trading prices between linked assets all over the world, 24 hours a day.


Risk Arbitrage

ABC Arbitrage develops sophisticated models that predict the probability of each new operation’s success. Its technology includes the platform to apply the models on an industrial, global scale to capture any apparent risk mispricing in the market.


Statistical Arbitrage

ABC Arbitrage built innovative models to predict short to mid-term variations and relative pricing effects of many liquid asset classes. This includes a wide variety of systematic strategies from intraday correlated pairs to mid-term cross-asset lead-lag effects.


Derivatives Arbitrage

Derivatives are complex instruments whose pricing is very sensitive to a large set of variables and asset classes. This complexity creates an intricate web of potential pricing inefficiencies and large fields of exploration where quants can exercise their innovative capacities.