Welcome to the ARTWeb
ART is staffed by
former heads of trading and the like from well known investment banks
and hedge funds.
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 Sep 2011
 Matrix7D®, (Updated
Sep/11) a
comprehensive/sophisticated valuation, structuring, and risk
management scenario analyses package permitting the variation of up
to 7 risk/market factors applicable to entire portfolios: built by
traders for traders. This is now
in Beta(2) "pre-release" form (see
here). Contact
ARTWare@Arbitrage-Trading.com for additional information.
... also see the
ARTWare
comparison table
here.
A
Trader's Guide to Options - Volume 1:
Products, Pricing, Structuring, (Updated
Sep//11) due to
client request, we are taking advance orders for early delivery,
official release on-track for Dec/11. See
TG2 Options Vol - 1 for details.
... 1st of
multi-volume set for options trading, sales, risk management ...
written by heads of trading, for market professionals and real world
P&L.
... possibly the best options books/series ever, with real trading,
and much "reality impact".
ART-Lot ( Updated
Sep/11). The "ART
Lottery", win a copy
of one of our TG2eBooks, or other suitable prize. Its FREE, see
the rules HERE.
Sep/2011 Winner: A trader
at UBS ... Congratulations!
Ask
An Expert ( Sep/11). Get free
expert answers to your questions from our senior staff/traders.
ARTSchool: (Updated
Sep/11)
Autumn/Fall 2011 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 :
ARTLibXL® - Core
Lite
(Updated
Sep/11)
Version 1.05 only
USD 499. Include
CalcPak Lite
in our promotional "bundle"
for greater savings.
...
CalcPak Lite
1.05 now includes
CurveMan®
Lite, a fully automatic curve generation/analysis package,
see here
CalcPak Lite
.
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.
... professional valuation, risk, and trading software written
by traders for traders
... enquire at
ARTWare@arbitrage-trading.com
ARTWare :
ARTLibXL® - Core
"Pre-Release"
( New Mar/11) Version
0.99 only
USD 999.
This is the full
Core
version, normally priced at USD 1,399, being made available on a
limited basis in advance of the final version for those who need the
much greater functionality. The pre-release(s) will be updated
regularly as the additional
Core
features are added.
The
Core
version also includes a copy of:
CalcPak
Core
with many calculators, fully automatic curve generation and
analysis,
and analytics/automation.
A
Trader's Guide to ... ReadMe 1st
(worth USD 175)
A
Trader's Guide to Quantitative Methods: Basic Maths & Stats
(worth USD 225)
(if you already own some of the TG2 Books, we'll give you a
discount)
... professional valuation, risk, and trading software written
by traders for traders
... enquire at
ARTWare@arbitrage-trading.com
ARTicles
Monographs (Updated
May/11) Down-to-earth
monographs targeted at a wide audience on a variety of market,
trading, and "interesting" issues:
... 2nd Edition is now available
(owners of the 1st Ed are eligible for
free 2nd Ed
e-Books),
... now available in hardcopy,
in addition to the traditional e-Books.
Post 2nd Edition
SPECIAL
UPDATE
(May 2011): see HERE
for NEW DATA/Update.
... or for serious trading, structuring, sales, risk management see
here:
A Trader's Guide To ... The
Series:, and seminars for market professionals at
ARTSchool.
ARTicles
(Login)
(Updated
Sep/11):
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)
ARTJobsForum (Updated
Sep/11), 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,
or (647) 478-5507.
|
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
May/11),
Down-to-earth monographs targeted at a wide audience on a variety of
market, trading, and "interesting" phenomena:
Post 2nd Edition
SPECIAL
UPDATE
(May 2011): see HERE
for NEW DATA/Update.
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
Jan/11) public schedule released, for trading,
valuation, and risk seminars for market professionals by market
professionals with focus on real world P&L:
Winter/Spring 2011
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
Jun/11):
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.
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ART, arbitrage, research, financial services,
consulting, portfolio optimisation, optimization, risk, return, derivatives,
trading, risk management,
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