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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

     

 

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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:

Derivatives for Dummies (Oh, and Journalists): 

                Or, How to Loose 1.5 Trillion in Tax Payer Dollars and Keep It A Secret

 

.. 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:

Derivatives for Dummies (Oh, and Journalists): 

                Or, How to Loose 1.5 Trillion in Tax Payer Dollars and Keep It A Secret

 

Greed is an Equal Opportunity Employer:

                How/Why Governments Cause Melt-Downs

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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Last modified: August 23, 2009