BMLL Vantage brings data science and quant analytics capabilities to all market participants.
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.
How traders can find the best liquidity throughout the complex:  the phasing out of LIBOR is having a major impact on futures contracts previously referenced to that rate. We are taking a closer look at how this affects Eurodollar futures.
Using BMLL Data, Phil Mackintosh, Chief Economist, Nasdaq, analyses 'Average Spread at Notional Depth' when comparing Nasdaq and NYSE market quality.
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).
Using BMLL Data, Euronext runs cross-venue market quality analyses to demonstrate how its venues perform compared to its peers.
With BMLL Level 3 Data, the FCA gains deep insight to better understand how Capital Markets firms are interpreting and benefiting from regulatory guidelines.
In the third of this webinar series, Dr Elliot Banks, Chief Product Officer, BMLL, speaks with Michael Riddle, Chief Executive Officer, Eris Innovations, a product development company that created interest rate swap futures listed by CME Group.
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.
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