Mathematical Finance & Financial Data Science Seminar

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Level 3 orderbook data, and the contrasting microstructure of US and European equity markets

Speaker: Elliot Banks, BMLL Technologies

Location: Online Zoom access provided to registrants

Date: Tuesday, March 28, 2023, 5:30 p.m.

Synopsis:

In this talk, Dr Elliot Banks, Chief Product Officer, BMLL Technologies, walks through the key features of European and US equity market microstructure, and compares the different regulatory and structural environments. By utilising historical level 3 data, the most granular view of orders and trades that is available to the market, we show the impact these different structures have on trading and best execution.

Speaker Bio:

Dr Elliot Banks is the Chief Product Officer at BMLL. Elliot is responsible for data science, product development and product delivery, working closely with both clients and development teams to deliver BMLL's analytics and product suite to clients. Prior to joining BMLL, Elliot held a mixture of commercial and technical roles, including roles within the infrastructure private equity arm of Macquarie and as a Faculty AI Data Science Fellow.

Elliot holds an MMath from the University of Cambridge, and a PhD in theoretical physics from Imperial College London.