26 September 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

“Don’t cry, mister bluebird, I’m just walkin’ down the road Early mornin’ sunshine, tell me all I need to know” —Dickey Betts, 1971, (“Blue Sky,” from the Allman Brothers Band album “Eat a Peach”)


Dark-pool market share fell slightly last month from July, amid slumping market-wide volume and rising volatility. We estimate that dark pools executed 16.56% of consolidated US equity volume in August... Continue Reading

 

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