Tuan Nguyen
Arbitragis Trading, Owner
"Exploration is the physical expression of the Intellectual Passion. And I tell you, if you have the desire for knowledge and the power to give it physical expression, go out and explore.... If you march your Winter Journeys you will have your reward, so long as all you want is a penguin's egg."
Apsley Cherry-Garrard, Writer and Arctic Explorer.
At Arbitragis, we are exploring the last frontier of finance, the inefficiency that nobody has ever spotted, that's our penguin's egg. In order to uncover these eggs, we put into place all the intellectual tools and the creativity that are available...
Our firm is a hybrid between a trading room, a research lab and a software firm.
We offer internships all year long for young engineers (X, Centrale, Mines, Pont) in different areas such as financial mathematics, computer science and quantitative trading.
We trade the proprietary trading capital of the firm across three time zones and we are advisors to hedge funds.
Corporate site :
http://www.arbitragis.com
Visit our quantitative finance research site :
http://www.arbitragis-research.com
63 contactsArbitragis is a proprietary trading boutique specialized on algorithmic trading, quantitative trading on derivatives.
Because trading capital is proprietary, unorthodox strategies are applied and a long-term and creative vision of R&D is our long-term horizon.
We use other fields of hard sciences to fertilize our trading strategies, whether they are coming from nuclear physics, sismology or a thorough study of market microstructure.
Trading is fully automated thanks to in-house developed softwares. Our softwares are programmed uniquely in C++ and are massively multithreaded. In our firm, computer science has become an art that serves quantitative trading.
I am also co-teaching a course in Ecole Centrale Paris for graduates engineering students ("Computational Finance and Parallel Computing").
My competences include : Quantitative trading, computational finance, pricing models, C++, data mining, functional languages, design patterns, microstructure theory, artificial intelligence, parallel computing, GPU computing, multithreading and kitesurfing.
2008 - 2010Organized and taught a class called "Computational Finance and Parallel Computing on GPUs" to third-year students of Ecole Centrale Paris.
2004 - 2005Travelled in a campervan to different beaches for a whole year while kitesurfing the day away.
Started programming on the way the trading algorithms of the future venture, Arbitragis.
Beaches visited : Fidji, New Zealand, Australia, Western Sahara, Spain and France.
2002 - 2004Hedge funds strategies audit and due dilligence.
1999 - 2002Managed a team of derivatives traders covering Asia Ex Japan : Trading strategies included exotic trading, risk arbitrage, volatility trading.
1995 - 1999Managed and developped the exotic trading book. The book contained correlation products, equity derivatives and underlying on funds.
1994 - 1995Junior Arbitrage trader on the FTSE 100
1992 - 1992Researched optimal hedging rebalancing strategies for a portfolio of options with transaction costs.
