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Dark Pools

Off-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading

  • Authors
  • ErikĀ Banks

Part of the Global Financial Markets series book series (GFM)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Market Structure

    1. Front Matter
      Pages 1-1
    2. Erik Banks
      Pages 3-32
    3. Erik Banks
      Pages 33-63
    4. Erik Banks
      Pages 64-99
  3. Micro Issues

    1. Front Matter
      Pages 101-101
    2. Erik Banks
      Pages 103-126
    3. Erik Banks
      Pages 127-152
    4. Erik Banks
      Pages 153-173
  4. Environment of the Future

    1. Front Matter
      Pages 175-175
    2. Erik Banks
      Pages 177-203
    3. Erik Banks
      Pages 204-220
  5. Back Matter
    Pages 221-261

About this book

Introduction

This book deals with the topic of dark trading, or non-displayed, off-exchange trading execution. It discusses the development, importance and practice of dark equity trading in an environment dominated by high frequency, program, block and algorithmic trading, and considers its future prospects in a world of mobile capital and changing regulation.

Keywords

algorithms capital development environment liquidity market structure Mobile pricing regulation trading

Bibliographic information