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Buy-side quants of the year: Nicholas Westray and Kevin Webster

Risk Awards 2024: Debiasing technique for data could usher in golden age of transaction cost analysis

Getting more for less: better A / B testing via causal regularisation

A causal machine learning algorithm is used to estimate trades’ price impact

Continuous evolution: Researchers work to specialize NLP for finance

From academics to data teams at investment banks, those in and adjacent to the capital markets are looking to specialize natural language processing models to

NYU's Mathematics in Finance programme selects BMLL for market microstructure research

Academics use granular data for futures market predictions

Researchers at NYU’s Courant Institute of Mathematical Sciences are using granular futures data from BMLL for research on less-covered futures markets.