About QUANTLab

QUANTLab is a quantitative finance research laboratory aimed at providing innovative solutions to the challenges faced by traders, regulators and exchanges in the evolving area of nowadays electronic trading.

The laboratory is located in Pisa and is the result of the joint venture between LIST, a leading technology provider for the Financial Industry operating worldwide, and Scuola Normale Superiore, an academic institution with world class standing and a tradition for excellence since 1810.

 
Currently in QUANTLab we are applying complex systems techniques to the market microstructure analysis, focusing on a number of cutting edge research topics, including systemic market instabilities detection, market impact valuation and volatility surface reconstruction.

News

Il Sole 24 Ore - News  

"Il Sole 24 Ore", the main italian daily business newspaper, published a news introducing the oingoing research on systemic events at QUANTLab. The results indicates that, during years, systemic events have decreased in total number, but they involve more and more stocks, increasing their impact on market venues   [...]

Events

QuantLab - XVI Workshop on Quantitative Finance   QUANTLab participated at the "XVI Workshop on Quantitative Finance" held in Parma on 29-30 January 2015, organised by the Dipartimento di Economia [...]
  XIII Symposium on Artificial Intelligence   QUANTLab took part in the "XIII Symposium on Artificial Intelligence" organized by AI*IA in Pisa from 10th to 12th December 2014 [...]
 
QuantLab - Quantitative Finance Workshop 2014   QUANTLab partecipated at the "XV Workshop on Quantitative Finance" held at the Firenze University, Department of Economics and Management  [...]
  QuantLab - Modeling High-Frequency Activity   QUANTLab partecipated at Workshop "Modeling High-Frequency Activity",  hosted by the Banff International Research Station (BIRS)  [...]