The Frenchman says that he is finding it "difficult" to sign players who can fit in his team in the middle of the season.
"It has become more difficult for one simple reason - we have a good squad," The Mirror quotes him as saying. "I know we swim against the stream a bit because people don't believe that. I say we have a very good squad.
"We have some improvements to make and we know exactly where. In January it is difficult to find the players that are really better and can give something special to the squad.
"The number is right. We have a good balance. We are working very hard to find what we want."
Arsenal are currently sixth in the Premier League table.