BMLL partners with quants for HFT regulation
Researchers from a Paris university are using the provider’s data and coding environment to build models for more efficient regulatory approaches.
BMLL Technologies has partnered with a team of quantitative researchers from the Paris-based Ecole Polytechnique, providing the academics with order book data for their research, which takes a statistical approach to markets regulation.
Mathieu Rosenbaum is a senior professor at the school, where he holds the Analytics and Models for Regulation chair. His research focuses on statistical finance, mainly modeling market microstructure, and looking at ways to help financial regulators adapt to
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