In this edition of Data Spotlight, we look at how short interest sharpens factor investing, how dividend forecasts aid derivatives pricing, and how intraday tick history improves execution by tracking liquidity.
This review shows how commodities fared against asset classes in 2025, using BCOM data to examine volatility spikes, tariff effects, metal-market divergence, laggard mean reversion, and supply inflation shaping performance through November.
Bloomberg’s BQuant team hosted the Code Crunch event in London to highlight and award innovative quantitative apps built by EMEA clients using the BQuant Enterprise platform.
Australia’s A$4.3 trillion superannuation system is changing in ways that headline balances cannot capture. Beneath stable totals, funds are taking different paths in flows, market share and asset allocation.
APAC’s private-wealth landscape is shifting fast. Ultra-high-net-worth growth, rising cross-border flows, and a renewed appetite for returns are changing how portfolios are built and risk is managed across the region.
