NEWS, INSIGHT AND EVENTS
13 October, 2021
Understanding fragmentation and quality across markets
Dr Elliot Banks provides a guide to using Platometrics to compare execution behaviour and market quality across European markets.
7 October, 2021
Aggregated metrics to better understand the market
A selection of 6 aggregated metrics to better understand the market, including Quote to Trade, TWA Spread, Volatility, Mean Resting Time, Notional Liquidity Around BBO and Fill Probability.
7 October, 2021
Changing Market States on the Newly Expanded DAX40
Over €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 Stale
Dark 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 traders
In 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.
19 July, 2021
FINTECH FOCUS TV: FlexTrade X BMLL Technologies Special
Paul Humphrey and Andy Mahoney talk with Toby Babb about the BMLL integration with FlexTRADER
16 July, 2021
After the Fact: Football, Hangovers and the Capital Markets
BMLL explores the impact winning or losing football matches has on the capital markets