About a-team Marketing Services
The knowledge platform for the financial technology industry

A-Team Insight Briefs

NYU’s Quant Research Unit Partners with BMLL for Market Microstructure Research

Subscribe to our newsletter

Data and analytics provider BMLL is to collaborate with New York University’s Mathematics in Finance program, making its Data Lab available to NYU’s team of quantitative researchers. Under the program, BMLL Data Lab will run computations and conduct market microstructure research on the futures market. Users will be able to access over three years of Level-3 harmonised futures data, process it at scale, and find inferences by drilling down into every single message.

The program is directed by 2021 “Quant of the Year” Professor Petter Kolm, a leading quantitative analyst specialising in market microstructure modelling and buy-side trading.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Generative and Agentic AI in Financial Markets: What the Data Really Shows

Artificial intelligence is reshaping financial markets – but the reality on the ground is more nuanced, more uneven, and more instructive than the headlines suggest. A new A-Team Insight research programme, drawing on responses from senior AI decision-makers at buy-side and sell-side institutions across the USA, UK and Canada, reveals a market in transition: from...

BLOG

BMLL Adds Kalshi Data as Prediction Markets Move Deeper into Institutional Workflows

BMLL, the market data and analytics provider, has added historical prediction market data from Kalshi to its global market data platform, giving quantitative and systematic investment firms a standardised dataset for incorporating event probabilities into macro research, backtesting and trading models. Under the partnership announced today, Kalshi’s historical order book will be normalised into the...

EVENT

AI in Capital Markets Summit London

Now in its 3rd year, the AI in Capital Markets Summit returns with a focus on the practicalities of onboarding AI enterprise wide for business value creation. Whilst AI offers huge potential to revolutionise capital markets operations many are struggling to move beyond pilot phase to generate substantial value from AI.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...