RT Journal Article
SR Electronic
T1 Rosenblatt’s Dark Liquidity Tracker: <em>2010 in Review</em>
JF The Journal of Trading
FD Institutional Investor Journals
SP 41
OP 51
DO 10.3905/jot.2011.6.3.041
VO 6
IS 3
A1 Justin Schack
A1 Joe Gawronski
YR 2011
UL https://pm-research.com/content/6/3/41.abstract
AB Dark pools have become a major force in the United States’ market structure. In the year-in-review, we share insights on the growth of dark pools over time and the major trends observed throughout 2010. Among those are significant growth in dark-pool market share, the inverse relationship between dark activity and volatility, and high-frequency traders becoming active in dark pools.TOPICS: Volatility measures, financial crises and financial market history, exchanges/markets/clearinghouses