Welcome to the ARTWeb
At ART we support the
financial services industry by offering assistance, training,
books, software, and consulting that aim to optimise risk-adjusted returns.
Please browse our web site, and do let us know if there is anything we could do
for you, or your risk-adjusted returns. And remember "if
you don't see it ... ask for it".
Key products and services Include:
Consulting
Research
ARTSchool
TG2Books
ARTWare
 ARTicles
Monographs
ART
continues integration with
ArbMan to provide the full range of
ART's products and services
along with
ArbMan's
trading and advisory facilities for trade idea generation and
direct investments in
directional and arbitrage strategies.
Please visit the
ARTShop
to check for
online
discounts and special
offers.
 Arbitrage Research and Trading Ltd
now in London UK &Toronto CAD
Click here for contact information,
You don't need priorities when you
have ART
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Highlights Jul 2010
ARTSchool: (Updated
Jul/10)
Autumn
2010 public schedule released, for trading,
valuation, and risk seminars for market professionals by market
professionals with focus on real world P&L
... ask about custom seminars
... enquire at
ARTSchool@arbitrage-trading.com
... for special discount and
other dates see
HERE
ARTWare :
ARTLib XL® - Core
Lite
(Updated
Aug/10)
Version 1.01 "introductory
promotional special"
only
USD 399
for limited remaining promotional purchases (save 20%). Include
CalcPak Lite
in our promotional "bundle"
for greater savings.
This is serious software for serious traders/structurers/risk
managers. The
Lite
package contains an "essential subset" of the
Core
package and provides tools for "standard" products (see
details) at a fraction
of the price of comparable products.
... why you need this software ==> click
HERE
... professional valuation, risk, and trading software written
by traders for traders
... enquire at
ARTWare@arbitrage-trading.com
ARTicles
Monographs ( Updated
Apr/10),
Down-to-earth monographs targeted at a wide audience on a variety of
market, trading, and "interesting" issues:
.. or for serious trading, structuring, sales, risk management see here:
A Trader's Guide To
... The Series:, and seminars for market professionals at
ARTSchool.
ARTWare/"Any-Ware"
Trading/Risk Support (Updated
Jul/10) we
provide "trading/risk" support for "any software".
We don't care
who's software you use, we wish to ensure that you have the best
trading, risk, structuring, sales, and management implementation.
This is beyond "normal" tech support. This is support on valuation,
trading, rebalancing etc, provided by former heads of trading and
the like with a strict real world P&L and risk focus, regardless of who's/what
software you use (see here
ARTWare
Trading/Risk Support).
... enquire at
Support@Arbitrage-Trading.com
ARTicles:
Financial
Forecasting vs. Climate Forecasting. Comparison of
similarities and dissimilarities in issues of financial models and
forecasting vs. climate models and forecasting .... financial
markets are "easier", and more "credible"
ARTicles
(Login)
(Updated
Mar/10): "Greed
is an Equal Opportunity Employer - How/Why Governments Cause
Melt-Downs" This ARTicle
is available as both a (free) "short note", and as monograph
(153 pages) in our ARTBooks series, providing a
down-to-earth explanation of the US mortgage and derivatives
instruments and markets and interaction of political and financial
forces leading to the 2007/2008 "melt-down". The monograph is
free with any purchase (see details here).
TG2Books:
- hardcopy and e-Books available.
... ask about specials
... see here
http://www.arbitrage-trading.com/artshop/>
See all TG2Books here
http://www.arbitrage-trading.com/TG2Books.htm)
Stress
testing including liquidity, credit, costs, and hedging/rebalancing
strategy with PaR
produces real world risk-adjusted P&L analysis
... enquire at
Research@Arbitrage-trading.com
... also visit the
ARBLab
for real world optimal holding period risk-adjusted P&L/strategy
analysis
ARTJobsForum (Updated
May/10), new postings, check frequently for new jobs
& candidates
... visit the
ARTShop
for more Specials
... see QuickLinks below
Subscribe to the quarterly (H, M, U, and Z)
ARTNews
- its FREE.
ContactUs Info, or
Info@Arbitrage-Trading.com, or TollFree US/CAD 1-877-213-2107
|
QuickLinks
ART Consulting
including
ARBLab
(the
Arbitrage Laboratory)
providing real world analysis of optimal strategies for holding
period risk/P&L:
Synthetic
vs. Outright Yield Curve Slope Options
P&L Implications of
VaR/Economic Capital
Optimal Rebalancing Strategy and Market Condition
Dependent Risk Limits
Bonds/Swaps/Futures Funding
Arbitrage
Historical Volatility vs. Implied
Volatility Strategies - Part 1
... see more here.
ARTicles
Monographs ( Updated
Apr/10),
Down-to-earth monographs targeted at a wide audience on a variety of
market, trading, and "interesting" phenomena:
ARTBooks
-
A Trader's Guide To
... The Series: the definitive
reference set for market professionals, by market professionals.
Detailed information about the
Series
(including extracts, ToC's, Indices, etc) is available at:
A
Trader's Guide to Options - Volume 1:
Products, Pricing, Structuring, 1st of
multi-volume set for options trading, sales, risk management ...
written by heads of trading for market professionals and real world
P&L.
A Trader's Guide to Bonds, Swaps, and
IR Instruments - Volume 1: Products, Pricing, Structuring complimentary
copy of ARTicles:
Copulas in 10 Words or Less,
only with TG2 purchases, see
TG2Specials ..
ARTShop
A
Trader's Guide To Quantitative Methods (Don’t
Panic): Monte Carlo Methods
TG2
Exotic Options Mathematica®
Notebook
-
"very cool"
Complementary
Edition
for "good" clients, or for those making eligible purchases at the
ARTShop
A
Trader's Guide To Quantitative Methods (Don’t
Panic): Basic Maths&Stats
A
Trader's Guide To ... Read Me 1st (please)
PI & PII: the "core" book in the Series
TG2Reviews and trader's
comments are excellent and found HERE. Such as:
"... The material
is really unique. One really feels that the authors have lived the
material and have been in the trenches
- excellent and one-of-a-kind!"
Head of Prop Trading at
a global trading house
ARTSchool:
(Updated
Jul/10) Autumn
2010 public schedule released, for trading,
valuation, and risk seminars for market professionals by market
professionals with focus on real world P&L:
Autumn/Winter 2010
schedule
here, click here to "vote"
for titles/venues of
your
choice.
TG2
Arbitrage Trading
... learn how to find, "prove", and trade real world arbs
ARTSchool
Seminar: A Trader's Guide to Trading/Strategy P&L Simulation
... learn how to build and profit by simulating entire trading
strategies, with all rebalances, real world effects (trans costs,
liquidity, credit, etc).
ARTSchool e-Seminars,
-
Fully interactive-live/video seminars
e-Study:
the most cost effective packages for the best real world P&L
oriented trading/risk seminars can save over 50%.
Specials: "ValuePack"
& "Comprehensive"
in-house seminars, &
Special Offers
ARTicles
(Login)
(Updated
Mar/10):
ARTicles:
Financial
Forecasting vs. Climate Forecasting .Comparison of
similarities and dissimilarities in issues of financial models and
forecasting vs. climate models and forecasting .... financial
markets are "easier", and more
"credible".
ARTicles:
Greed is an Equal Opportunity Employer - How/Why
Governments Cause Melt-Downs.
This ARTicle is available as both a
(free) "short note", and as monograph of more than 100 pages in our
ARTBooks series, providing a down-to-earth explanation of the US
mortgage and derivatives instruments and markets and interaction of
political and financial forces leading to the 2007/2008 "melt-down".
The monograph is free with any purchase (see details here).
Free
ARTicles: Copulas
in 10 Words or Less,
only with TG2 purchases ...
ARTShop
ARTicles:
Static Hedging & Structuring 101 - Using Maxima®
: free
"live" notebook/calculator showing basic exotic options static
replication & structuring.
ARTicles:
Credit Amortising Default Swaps - Part 1
ARTicles: Arb101:
Index Futures & Interest Rate Parity Arb
Calculator
... and many more, see list here.
ARTicles4U:
submit "your wish" for future ARTicles
Subscribe to the quarterly (H, M, U, and Z)
ARTNews
- its FREE.
|
ART, arbitrage, research, financial services,
consulting, portfolio optimisation, optimization, risk, return, derivatives,
trading, risk management,
|
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