News, Insight and Events

2 February, 2024

Stamping it out: Understanding the impact of recent stamp duty changes on the Chinese equity market

This article explores how the recent reduction in stamp duty in China has affected market behaviour.

23 January, 2024

Spot the Highs: Bitcoin ETFs 1 week later…

In this article, we look at the impact of Spot Bitcoin ETFs one week after their listing.

17 January, 2024

€STR Wars: Attack of the Clones

As €STR continues to grow and gain market share, understanding the liquidity profile of competing €STR futures on ICE, CME and Eurex will be critical for market participants to trade better.

21 November, 2023

Are spreads the right indicator of liquidity for your investment analysis?

Spreads are important when it comes to stock trading, as the tighter the spread, the more liquid the stock -- so the thinking goes. But simply relying on a stock’s displayed spread can be misleading and cause many institutional investors to miscalculate the true cost of investment. In this article, Tom Jardine, Client Facing Data Scientist, discusses a much more useful measure for investors to gauge liquidity.

8 November, 2023

Sounding the bell: understanding the closing auction for optimal execution in global equity markets

In this article, we compare and contrast closing auctions across different markets, and discuss how a better understanding can help best execution, signal generation and market structure analysis to achieve optimal trading outcomes.

3 October, 2023

How to compete in a complex landscape: Unleashing the power of big data for start-up hedge funds

In order to develop effective investment and trading strategies, quantitative or systematic hedge funds require robust infrastructure to carry out extensive research and run complex computation and continuous model calibrations. Our CPO Elliot Banks looks at how hedge funds can level the playing field.

22 September, 2023

BMLL FINRA Data

BMLL has added FINRA data to its US suite of venues which already includes all major Exchange Groups in the US. Our visualization tool, BMLL Vantage, allows you to break out the FINRA Data and easily navigate the depths of liquidity across the entire US spectrum.

8 August, 2023

Granular tick data combined with cloud sharing allow for optimized execution analysis

Data is considered to be the new oil. In Capital Markets there is an increasing use of rich granular data to drive sophisticated execution analysis and point of execution, yet deeper levels of data haven’t been easy to obtain. FactSet recently partnered with BMLL to offer granular Level 2 content derived from Level 3 data.

1 August, 2023

Speaker Interview: Dr Elliot Banks, Chief Product Officer, BMLL talks with Quant Strats

An exclusive speaker interview with Dr Elliot Banks, Chief Product Officer, BMLL where he discusses the biggest challenges facing data scientists in 2023, the use of ChatGPT by quant funds and how funds can get new systematic strategies into production quickly.