Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Dark Algorithm – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Thursday, June 19, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]

Exchanges

  Exchanges   |   Terms
  • 483
  • November 23, 2021
[addtoany]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/template-parts/post/content-single.php on line 41

Dark Algorithm

A trading algorithm that searches for dark liquidity (non-displayed liquidity) in available dark pools through a given liquidity network. It systematically sweeps and probes all connected marketplaces (exchanges or multilateral trading facilities (MTFs)) to maximize the probability of order execution and minimize market impact. Typically, electronic traders can employ them to access liquidity with a minimized market impact and footprint without trading through the spread. This algorithm uses the following set of parameters: start time, end time, minimum acceptable quantity (MAQ), and limit. For example, the minimum acceptable quantity is usually used to prevent unwanted fills and information leakage.


[related_posts_by_tax title="See also" posts_per_page="10" taxonomies="post_tag"]

[pt_view id=7e98706jho]
[su_box title="Watch on Youtube" style="soft" box_color="#f5f5f5" title_color="#282828" radius="2" class="" id=""][su_row class=""][su_column size="1/1" center="yes" class=""] [/su_column][/su_row][/su_box]

Latest Terms

Remember to read our privacy policy before submission of your comments or any suggestions. Please keep comments relevant, respectful, and as much concise as possible. By commenting you are required to follow our community guidelines.

Comments

    Leave Your Comment

    Your email address will not be published.*