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30 November, 2023
BMLL Market Lens: US Liquidity MapsBMLL Market Lens: US Liquidity Maps provide insight into the US equity markets with a view of the top 500 US stocks across the major trading and execution venues over a 13-month period.
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.
16 November, 2023
BMLL Market Lens: European Liquidity MapsBMLL Market Lens: European Liquidity Maps provides insight into the fragmentation of European equity markets via a view of all Cboe Europe All Companies index constituents across the major European trading and execution venues over a 12-month period.
9 November, 2023
Aggregated metrics to better understand the marketA selection of 7 aggregated metrics to better understand the market, including Volatility, TWA Spread, Quote to Trade, Mean Resting Time, Notional Liquidity Around BBO, Fill Probability and Auction Dislocation.
8 November, 2023
Sounding the bell: understanding the closing auction for optimal execution in global equity marketsIn 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.
2 November, 2023
View From The Feed - FuturesUsing BMLL’s granular Level 3 Data, explore the micro-structure for a variety of future assets. The metrics used to describe the market state include Liquidity, Volatility, Iceberg order (CME produce only), and more. You can access the full picture of an individual future product, in a six month time span.
3 October, 2023
How to compete in a complex landscape: Unleashing the power of big data for start-up hedge fundsIn 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 DataBMLL 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 analysisData 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.