NEWS, INSIGHT AND EVENTS
13 December, 2021
Trading strategies can be misled by using only traditional Level 1 Data: Level 3 Data reveals how.
Arnaud Bossard, Data Scientist, analyses Italian stock Banco BPM (Ticker BAMI), trading on Borsa Italiana (XMIL), and finds looking at the depth of the order book and Level 3 Data is necessary to truly understand market behaviour.
1 December, 2021
FinJS London Panel session: Fintechs Innovating with a New Distribution Model
BMLL, BondCliQ, IPC, Quant Insight and OpenFin discuss democratising app distribution in finance.
26 November, 2021
A managed analytics service, exclusively for exchanges
Innovation is the only way forward. The BMLL EMPA managed service enables a deep understanding of liquidity dynamics and well-informed benchmarking
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.
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