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Dark Aggregation Algorithm


A trading algorithm that crawls and searches in most pools in order to maximize the amount of liquidity attained/ aggregated. This algorithm is a sort of trading in the dark (trading in a dark venue) where the investors can have a very high participation with as a lesser impact as possible. Consequently, trading can reduce volatility risk to a greater extent. For relatively large orders/ trades, trading in the dark can slightly reduce slippage (e.g., in relation to a regular lit percent of volume algorithm) from subsequent trades, so that all executions would take place at the midpoint.

The algorithm can help investors have access to all the liquidity (dark liquidity) available, before leaving the venue.



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