NEWS, INSIGHT AND EVENTS
6 October, 2022
BMLL launches intuitive no-code data visualisation tool for US and European equities and ETFs
BMLL Vantage brings data science and quant analytics capabilities to all market participants.
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.
30 September, 2022
The impact of the LIBOR to SOFR transition on liquidity pockets
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.
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.
25 July, 2022
FCA selects BMLL for deep market insights
With BMLL Level 3 Data, the FCA gains deep insight to better understand how Capital Markets firms are interpreting and benefiting from regulatory guidelines.
19 July, 2022
Staying ahead of the curve: understanding the LIBOR transition through Level 3 Data
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.
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.