E-Book, Englisch, 267 Seiten
Reihe: Global Financial Markets
Banks Dark Pools
2. Auflage 2014
ISBN: 978-1-137-44957-3
Verlag: Palgrave Macmillan UK
Format: PDF
Kopierschutz: 1 - PDF Watermark
Off-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading
E-Book, Englisch, 267 Seiten
Reihe: Global Financial Markets
ISBN: 978-1-137-44957-3
Verlag: Palgrave Macmillan UK
Format: PDF
Kopierschutz: 1 - PDF Watermark
This book deals with the topic of dark trading, or non-displayed, off-exchange trading execution. It discusses the development, importance and practice of dark equity trading in an environment dominated by high frequency, program, block and algorithmic trading, and considers its future prospects in a world of mobile capital and changing regulation.
Autoren/Hrsg.
Weitere Infos & Material
1;Cover;1
2;Title;4
3;Copyright;5
4;Contents;6
5;List of Illustrations;7
6;“Pools in Practice” Vignettes;9
7;Preface to the Second Edition;10
8;About the Author;12
9;PART IMarket Structure;13
9.1;1 Introduction to Dark Pools;14
9.2;2 Market Liquidity and Structure;44
9.3;3 Dark Pool Structure;75
10;PART IIMicro Issues;111
10.1;4 Topics in Pricing and Execution;112
10.2;5 Trading in Dark Pools;136
10.3;6 Aspects of Technology andArchitecture;162
11;PART IIIEnvironment of the Future;183
11.1;7 Regulation, Control, andTransparency;184
11.2;8 The Future of Dark Pools;211
12;Appendix 1 Listing of Dark Pool Sites;228
13;Appendix 2 Listing of MiFID Regulated Markets, Systematic Internalizers, and MultilateralTrading Facilities;230
14;Notes;237
15;Glossary;246
16;Selected Bibliography;262
17;Index;265
