Generate insights, back test and launch new strategies and products using the highest quality data and analytics available.
With BMLL, your Quantitative or Systematic Hedge Fund can rapidly access high-quality full-depth order book data, empowering you to make more informed decisions on the markets you trade. BMLL completes the data engineering process so that your quants’ time can be focused on your business, and not on the time-consuming tasks associated with data licensing, collection, curation and formatting. Your quant team can focus on generating insights, strategy building, back testing and launching new products.
REQUEST A CALL to discover more about a competitive advantage for your organisation.
CASE STUDY: Learn how Aleto utilised the BMLL product suite
ARTICLE: How to compete in a complex landscape: Unleashing the power of big data for start-up hedge funds
Resources
17 January, 2025
Quantitative Buy-Side Fact Sheet
BMLL provides the quantitative buy-side with easy access to granular, harmonised historical market data to derive rapid insights.Read more
17 January, 2025
BMLL Daily Classified Trades Fact Sheet
Daily Classified Trades provides the clearest view of daily trading volumes across complex, fragmented markets. It aggregates multiple trading mechanisms, such as RFQ, periodic auctions and conditional trading, into a single consistent consolidated tape.Read more
17 January, 2025
Level 2 Data Fact Sheet
T+1 Level 2 Market by Price data, 10 levels deep, up to 7 years of history from BMLL is suitable for a wide range of use cases, including Best Execution, TCA, Compliance, Surveillance, Back Testing, Research and Analytics.Read more
14 August, 2023
Aleto Case Study
Data engineering for early-stage hedge funds: How data science infrastructure as a service can create a competitive advantage.Read more