19 October 2011

Co-Authors

Justin Schack

Managing Director

Joe Gawronski

President and COO

Rosenblatt Securities Inc.
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LET THERE BE LIGHT
Rosenblatt’s Monthly Dark Liquidity Tracker

“I went up to a window, lightning banging on the cymbals, I ripped into the night, came storming to your eyes”

—Leslie Feist, 2011 (“How Come You Never Go There,” from the Feist album “Metals.”)

The market share of US dark pools fell for a second consecutive month, reaching its lowest point since June 2010, amid a continued rise in volatility. The 18 non-displayed venues we track executed...

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