Our development

In the course of our development, we are offering internships dealing with the most challenging subjects.

Check our "New Developments" section.

Option pricing

We are developping new pricing models under the GPL licence, meaning they are free. We do so in order to promote scientific exchanges among the quant finance community. In general, we operate under an open architecture system to promote information flow amongst our peers.

As a proprietary trading boutique investing its own capital, we have a great degree of freedom to explore and implement unorthodox trading strategies.

We have a disruptive view on financial markets. We believe that the combination of highly automated systems, well-developed in-house quantitative strategies, creative research and talented human capital can achieve rewarding risk-adjusted portfolio returns over time.

Our staff is constituted of gifted mathematicians and talented computer scientists, with an uncanny ability to design  innovative and high-performance quantitative tools. We prefer to  have a small team of extremely smart people rather than a  big staff of average people. Our employees are strong team players, learning and leveraging on each others' areas of expertise.

For hiring and internship offers, please check the "New Developments" section.

We also have consultants from research labs  such as CNRS (Centre National de la Recherche Scientifique) who occasionally help us solve some  issues.

Our research interests encompass a variety of fields such as  portfolio management, stochastic optimization, parallel computing and markets micro-structure.

In order to instill thought-provoking ideas, the firm regularly invites experts in their fields who will expose ideas such as  "The importance of sociological links in big corporates", or "State of the Art Artificial Intelligence". All team members may attend these meetings.