22 October 2014

Co-Authors

Justin Schack

Managing Director    
 

Alex Kemmsies

Associate    
 

Andrew Upward

Vice President    

Rosenblatt Securities Inc.    
New York +1 212 607 3100    

LET THERE BE LIGHT
Rosenblatt’s Monthly Dark Liquidity Tracker

“I can’t see The darkness on the rise” —Ryan Adams, 2014, (“Gimme Something Good,” from the album “Ryan Adams”)


Dark-pool market share fell slightly last month compared with August, amid growing market-wide volume and a small drop in volatility. We estimate that dark pools executed 16.09% of consolidated US equity volume in September... Continue Reading

 

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