Founded in 1995, ABC arbitrage SA is a specialized financial trading and investment firm headquartered in Paris, France. The company's core business model revolves around identifying and capitalizing on short-term price mispricings and event-driven market dislocations across equities, derivatives, and other liquid asset classes. It employs a highly quantitative, rules-based approach, utilizing proprietary technology and algorithms to execute high-frequency and statistical arbitrage strategies globally.
ABC arbitrage operates through two primary strategies: arbitrage without market risks, which exploits opportunities independent of directional market movements, and arbitrage with market risks, where exposures are systematically identified and hedged. The firm generates revenue primarily through the management of its own proprietary capital, which historically accounts for the vast majority of its income. In addition to proprietary trading, the company operates a third-party asset management business through its subsidiary, ABC Arbitrage Asset Management, offering alternative investment funds and advisory services to institutional and qualified investors. The firm's geographic footprint spans major financial centers, with trading operations connected to over 70 exchanges across Europe, the Americas, and Asia. Its competitive position is underpinned by its heavy investment in research and development, with a significant portion of its workforce dedicated to quantitative research, software engineering, and risk management.