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We are a proprietary
trading boutique specialising in quantitative derivatives trading
strategies with an emphasis on
listed markets.
As a firm trading its own
capital, we have a great degree of freedom to explore and implement
unorthodox trading strategies.
We aim at maximizing trading P&L while maintaining a rigorous risk
management of our positions.
In order to achieve
maximum returns relative to the standard deviation of our portfolios,
we
use highly automatized systems as well as in-house quantitative tools.
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11 December 2007 
 Speech at Ecole Centrale
We are delivering a
speech for grad students of Ecole Centrale Paris abou
t "How do Hedge Funds generate
profits ? ".
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5 October 2007
Scientific Seminars
Scientific seminars with
students of Ecole Centrale have started.
Subjects include stochastic calculus, hedge funds analysis and
statistical analysis.
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15 Octobre, 2007
Internship
We are currently
offering very challenging 6-month to 1 year internships for engineering
school / computer
science graduates in our Paris office.
Read the testimonies of our
former interns, and a sample of their research subjects.
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15 Octobre, 2005
Open source
development
Our
open-source
option pricer is currently on line. This is a beta version still in
development.
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We trade different
strategies at the same time such as : trend following, merger
arbitrage, volatility trading, correlation trading and algorithmic
trading.
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Tuan
joined
Société
Générale in 1994, where he worked for the Equity
Derivatives department
for 10 years. There, he traded Exotic Derivatives and became a regional
head of derivatives trading for Asia ex-Japan. He then joined Lyxor
Asset
Management to help analyze hedge fund strategies.
In
2005, Tuan founded Arbitragis with the
intention to
apply innovative quantitative trading strategies to listed derivatives
markets.
Tuan
graduated from HEC Graduate School of
Management (Hautes Etudes Commerciales, France) and from the University
of Michigan MBA, as an exchange student.
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Tuan Nguyen
Founder
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