ARTWeb Home

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

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

Tell a Friend

Sep 08

TG2Books: - hardcopy inventory now almost sold out. If you wish hardcopy, please be
sure to order soon. Of course, e-Books are also available.
... various specials
... see here http://www.arbitrage-trading.com/artshop/>

See all TG2Books here http://www.arbitrage-trading.com/TG2Books.htm)

ARTSchool: Autumn 08 Schedule (Updated Sep/08) trading, valuation, and risk seminars for market professionals by market professionals with focus on real world P&L
... enquire at ARTSchool@arbitrage-trading.com
... for special discount and other dates see HERE

ARTWare : Beta Programme for our Pr/rO ® XL strategy optimisation software
... we are looking for a few beta testers to test our XL based forward/backward
strategy/trading/hedging simulation package used for determining strategies
that produce optimal risk-adjusted P&L's, and PaR analysis
... see here http://www.arbitrage-trading.com/ARBLab_sample.htm> for
sample optimal P&L strategy analysis

This is serious software for serious traders/structurers
... its NOT a free software programme.
... enquire at ARTWare@arbitrage-trading.com

ARTJobsForum (Updated Sep/08), new postings, check frequently for new jobs & candidates

e-Study: the most cost effective real world trading/risk seminars, save over 50%.

New Toronto address, see details here

        ... visit the ARTShop for more Specials

        ... more Highlights below

Highlights

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.

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: Autumn 08 Schedule (Updated Sep/08) trading, valuation, and risk seminars for market professionals by market professionals with focus on real world P&L:

Spring 08 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

ARTWare Professional software engineered for real world trading floors and P&Ls.

ARTJobsForum (Updated Jun/08), many new postings, please check frequently for new jobs

ARTicles (Login) (Updated Jun/08):

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.