NEWS, INSIGHT AND EVENTS
14 November, 2022
IEX ‘Boxes and Lines’ market structure podcast
IEX’s Ronan Ryan and John Ramsay talk with BMLL’s Paul Humphrey and Dr Elliot Banks in Ep. 72 ‘What’s historical data anyway?’.
11 October, 2022
BMLL Launches Data Visualisation Tool for Equities & ETFs
BMLL Vantage democratises access to Level 3 order book data and analytics through an intuitive visualisation tool, thereby removing the need to code in order to derive meaningful insights.
6 October, 2022
What Makes Other Countries’ Trading Tick?
Using BMLL Data, Phil Mackintosh, Chief Economist, Nasdaq, examines how the system of round lots and 1-cent ticks in the U.S. creates inefficiency as stock prices rise and fall.
15 September, 2022
Comparing AAPLs and Apples
Using BMLL Data, Phil Mackintosh, Chief Economist, Nasdaq, analyses 'Average Spread at Notional Depth' when comparing Nasdaq and NYSE market quality.
13 September, 2022
SIX Infosnack 11: Crumble in the Jungle
Using BMLL data, SIX highlights the trade-off between fill probability and adverse selection utilising Order Book Imbalance (OBI) state and a Crumbling Quote Signal (CQS).
12 September, 2022
Euronext confirms resilient market quality for equity trading
Using BMLL Data, Euronext runs cross-venue market quality analyses to demonstrate how its venues perform compared to its peers.
14 July, 2022
BME Trading Focus - Find the liquidity you need. When you need it.
This study - using BMLL data - aims to provide an insight into the structure of the main order books in which Spanish securities are traded. Some metrics such as ‘fill probability’ represent the interaction between aggressive and passive orders.
17 May, 2022
Kepler Cheuvreux and BMLL partner on order book analytics and algo development
Kepler Cheuvreux works with BMLL to boost its order book analytics and improve algo performance. The collaboration will free up Kepler’s quant researchers to spend more time on research and less time on data management.
10 May, 2022
Is the equity market becoming more resilient to global turmoil?
Using BMLL Data, Euronext provides analysis comparing the market quality metrics in 2020 during the first wave of the Covid-19 outbreak and the recent market turmoil in 2022 caused by the Ukraine-Russia crisis.