They specialize in providing data and analytics on financial data. Clearly they didn't think it was too much of a leap to go from analyzing securities to analyzing baseball players.
As far as specific links, the Red Sox employ Bill James (http://en.wikipedia.org/wiki/Bill_James), who is a fairly famous statistician, to help them run the team. He invented Sabermetrics, "the analysis of baseball through objective evidence". (http://en.wikipedia.org/wiki/Sabermetrics)