Tag: Crossing Networks & Dark Pools

Liquidnet has developed a new algo in conjunction with US-based anti-HFT exchange IEX.

Liquidnet intends to launch a dark pool for corporate bonds in Q3, focused on institutional investors.

Brokers in Hong Kong should give their clients more choice over whether they want to be exposed to dark pools, its regulator has said.

Average trade sizes on Liquidnet increased by almost a third in the first quarter of 2015, with extremely large block trades seeing a spike.

Oslo Børs has launched its new dark pool, called North Sea, which will provide its members to execute large equity orders at the mid-point.

Liquidnet, has reported a record of US$6.8 billion in principal traded in Asia Pacific for the first quarter of 2015.

New buy-side to buy-side trading venues must adopt a wider ranger of market participants than long-only active managers if they are to succeed, leading figures have warned.

Industry experts were in disagreement at TradeTech today over whether new venue initiatives could resolve the buy-side’s difficulties in trading in blocks.

The double caps on dark pool trading, set to be introduced as part of MiFID II, may not function, MEP Marcus Ferber has admitted.

Measuring and responding to toxicity in liquidity pools is an issue that has been rising up the agenda for the buy-side following increased regulatory pressure. John Bakie reports...