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Building a Pure Dark Allocation Algorithm for Equity Execution

Traders Magazine Online News, September 28, 2016

Khalil Dayri  & Kapil Phadnis

In this Bloomberg Tradebook blog, the authors argue that dark pools have diverged from their original intent with different pools benefiting different types of traders; some pools are better for large blocks that may take longer to get done, while others o?er a substantial amount of readily available liquidity.

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