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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

     

 

 

 

 

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Highlights Mar 2014

 

ARTSchool Seminars:  (Updated Jan/14) Spring/Summer 2014 public schedule released, for trading, valuation, and risk seminars for market professionals by market professionals with focus on real world P&L
 ... 
the seminars include TG2eBooks, software, and many extras.  Presented by former heads of trading/desks, and former heads of quant groups.  Only 5 available, contact ARTSchool@Arbitrage-Trading.com  .
 ...  ask about custom seminars, tailored to your desk, systems, trading, etc         
 ...  for more special discount and other dates see HERE

 

SmARTCalc®:  (Updated Mar/14) New version coming ... manage bond, options, etc portfolios on your Android tablet.  Do you need pricing/risk and position keeping analytics for smart phone or tablet? See how SmARTWare®  SmART® apps can help your or your clients' trading.  Contact ARTWare@Arbitrage-Trading.com  . 

 

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 ... possibly the best options book ever! .. with real trading, and much "reality impact"

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 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

ARTWare  ARTLibXL® - Core Lite  (Nov/13) Version 1.2 pre-release will be available over the next few weeks priced at USD 599, which includes CalcPak Lite and CurveMan® Lite (worth USD 199).  This version also includes:

       - A limited version of the Pr/rO® XL-Lite optimal strategy holding period risk-adjusted P&L analysis package

       - OIS functions and "turn-key" curve generators (in addition to LIBOR etc generators)

       - Extended PosAna®  derivatives position keeping and hedge/rebalance analytics, and more.

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

 

ART-Lot (Updated Nov//12).  The "ART Lottery",  win a copy of one of our TG2eBooks, or other suitable prize.  Its FREE, see the rules HERE.

          Mar/2014 Winner: A staff member at an Asian bank ... Congratulations!

 

Ask An Expert (Jan/14).  Get free expert answers to your questions from our senior staff/traders.

 

ARTWare  ARTLibXL® - Core "Pre-Release"  (Nov/12) 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 (Nov/12) Down-to-earth monographs targeted at a wide audience on a variety of market, trading, and "interesting" issues:

Derivatives for Dummies (Oh, and Journalists): 

                Or, How to Loose 1.9 Trillion in Tax Payer Dollars and Keep It A Secret

... 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 Mar/12):

 

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/13), 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/13), Down-to-earth monographs targeted at a wide audience on a variety of market, trading, and "interesting" phenomena:

Derivatives for Dummies (Oh, and Journalists): 

                Or, How to Loose 1.9 Trillion in Tax Payer Dollars and Keep It A Secret

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. Details here (TG2 Options Vol - 1) , with ToC, Index, extracts, and software list, etc

        ... possibly the best options books/series ... EVER! ... with real trading, and much "reality impact".

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 Mar/14) public schedule released, for trading, valuation, and risk seminars for market professionals by market professionals with focus on real world P&L:

Spring/Summer 2014 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/13):

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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Last modified: July 25, 2011