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)
Bill Simmons (http://sports.espn.go.com/espn/page2/simmons/index ) has interviewed his friend Daryl Morey of the Houston Rockets about this.
One interesting point is that there is no "salary cap" for sports statisticians, so rich teams are not restricted about what they spend on numerical analysis. Morey hinted that several (most?) NBA teams spend in the 7-figures on it.