Filter by 2021
13 December, 2021
Trading strategies can be misled by using only traditional Level 1 Data: Level 3 Data reveals howArnaud Bossard, Data Scientist, analyses Italian stock Banco BPM (Ticker BAMI), trading on Borsa Italiana (XMIL), and finds looking at the depth of the order book and Level 3 Data is necessary to truly understand market behaviour.
1 December, 2021
FinJS London panel session: Fintechs innovating with a new distribution modelBMLL, BondCliQ, IPC, Quant Insight and OpenFin discuss democratising app distribution in finance.
26 November, 2021
A managed analytics service, exclusively for exchangesInnovation is the only way forward. The BMLL EMPA managed service enables a deep understanding of liquidity dynamics and well-informed benchmarking
7 October, 2021
Changing market states on the newly expanded DAX40Over €3.8 billion traded across European venues in the 10 names added to the DAX-30, nearly a 5 times increase over the 90-day average, ahead of the DAX-30 rebalance.
23 September, 2021
Trading InfoSnack: Stale Prices and the Price of Being StaleDark trading mechanisms have become an integral part of the European liquidity landscape. In this context, the PBBO midpoint is a core benchmark. The equity experts at SIX Swiss Exchange evaluate...
14 September, 2021
The Safety of Maths: Integrating historical pricing data and analytics capabilities into EMS for buy-side tradersIn order to meet the buy-side’s appetite for historical pricing data, a fintech collaboration between BMLL and FlexTrade seamlessly integrates BMLL’s Level 3 data and analytics capabilities into FlexTrade’s execution management system [...]
5 August, 2021
Asymmetric Market Impact - can it reveal behavioural strategies in volatile markets?BMLL explores how in times of high volatility, market impact exhibits a behavioural change and how that can be leveraged by participants.
22 July, 2021
Understanding Market Impact - can understanding correlated Market Impact improve execution?BMLL examines how leveraging the full depth order book can result in better trading decisions.
16 July, 2021
After the Fact: Football, Hangovers and the Capital MarketsBMLL explores the impact winning or losing football matches has on the capital markets