We demonstrate links between order duration, dark pool performance, and orders filled in both lit and dark venues. Five questions are addressed. Does exposure of an order to lit markets affect trading performance in dark aggregation schemes?
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Investment Technology Group Inc., the New York-based brokerage and technology firm, is opening a new dark pool for bond trading later this year.
The firm, which has traditionally focused on stock trading, is trying to tap into growing demand from investors to trade U.S. corporate bonds among each other at lower costs through electronic networks, rather than through dealer banks.