Quantitative research · BRVM

Quantitative rigour for BRVM market participants.

Studies, models and tools on liquidity, order execution and risk measurement on the BRVM, built for broker-dealers (SGIs), asset managers, WAEMU institutional investors and foreign investors.

Read our research notes Discuss a project

UPCOMING PUBLICATION

The Epps effect on the BRVM

Why correlations measured day by day understate a portfolio's true risk.

Coming soon

What we do

Explore our services →

Bespoke studies

Microstructure, liquidity and price behaviour of BRVM-listed securities.

Execution and transaction costs

Execution algorithms and measurement of what each order really costs.

Risk measurement

Market and liquidity risk monitoring, adapted to the realities of the BRVM.

“The BRVM deserves the same quantitative rigour as the world's major financial centres.”