Dark Pools
Off-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading
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Beschreibung
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.
Autor*in
E. Banks
Themen in »Dark Pools«
algorithms capital development environment liquidity market structure Mobile pricing regulation trading investments and securities banking
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Praise for first edition:
'This is an excellent book. It is bang up to date, in what is a very fast changing area. It is clearly written, and provides a very comprehensive description of these markets and how they work. While it fully covers dark pools, its coverage is much wider than that - covering trading in equity markets more generally' - Professor Charles Sutcliffe, The ICMA Centre, University of Reading, UK
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