Filter by Categories
Accounting
Banking

Exchanges




Dark Liquidity 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.



ABC
This section covers a wide-ranging array of terms and concepts, among others, in the area of exchanges and financial marekts at large ...
Watch on Youtube
Remember to read our privacy policy before submission of your comments or any suggestions. Please keep comments relevant, respectful, and as much concise as possible. By commenting you are required to follow our community guidelines.

Comments


    Leave Your Comment

    Your email address will not be published.*