Market Insight

Stay ahead of evolving market dynamics with expert perspectives, research and analysis from BMLL.

Our Market Insights bring together observations from across the capital markets ecosystem, helping firms better understand market behaviour, optimise execution strategies and uncover opportunities through high-quality historical data and analytics.

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Webinar: SEC's amended Rule 605 disclosures, and how firms might need to prepare.

In this webinar, the panel of market experts will discuss what the expanded requirements actually demand from ...

18 September, 2024

Plotting at the Triple Witching Hour: how the Closing Auction has changed

In this article, Daniel Friensener, Quant Analyst, compares the closing auction for 2023 and 2024 across global markets, and examines the changes when it comes to a Trip...

12 September, 2024

Empowering Efficient Trading Strategies - A Guide for Historical Market Data Buyers

High quality historical data can significantly enhance trading strategies by providing insights into market trends, liquidity, and volatility. By analysing historical dat...

11 September, 2024

€STR Wars Part III: Return of the €STR

Analysis of futures linked to the Euro short-term rate (€STR) contract, and the importance of understanding this liquidity in order to minimise the cost of trade, find li...

10 September, 2024

Normalisation: a dirty word or a differentiator for success?

Trading practitioners and quants need access to high quality data that captures all information, but importantly is also consistent and easy to use. Dr Elliot Banks take...

4 September, 2024

How to Become a ‘Quant’ Overnight

In the Capital Markets world, it is generally accepted that it is necessary to have Python proficiency and access to certain third-party terminals to construct, identify ...

20 August, 2024

The Great Sell-Off: A Deeper Look at Wall Street’s Dramatic Fall

This August, America’s leading share indices tumbled in volatile trading just weeks after they scaled record highs, bringing about Wall Street’s worst day in almost two y...

13 August, 2024

Looking into the Dark: Are you missing liquidity that’s addressable to you?

Optimising intraday trading - uncovering Dark and Addressable liquidity trends. For trading practitioners, it is essential to access both normalised Market States, and Tr...

31 May, 2024

Bringing Transparency to the Post Trade Landscape - FCA Changes One Month Later

The UK regulator (FCA) made a number of changes to post trade reporting requirements. We take a look at the impact this has had on liquidity discovery, and in particular,...

1 May, 2024

Tick Size: To Change Or Not To Change?

Tick size is critical to the price formation and liquidity provision process and rarely changes. But when it does, granular Level 3 data can shed light on the impact of t...

3 April, 2024

€STR Wars: Attack of the Clones Part 2

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 participa...

20 March, 2024

Mind the Gap: Should you buy historical data from a real time data vendor?

In this article, Ben Collins, our Head of Sales (EMEA & APAC), explains why firms no longer need to compromise on a lower-quality historical data service with incomplete ...

22 February, 2024

2023: Global Equity Trading Retrospective

Looking back over the past year in equity trading, it’s easy to forget the scale of transformations that took place. Whether it was volatility due to bank runs, federal r...

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