Dark pools have always been shrouded in mystery, but the opaque markets may be hiding a more dangerous secret than anyone thought: Too much dark liquidity hurts investors. Advanced Trading's August digital issue examines the real impact of dark liquidity on the markets and reveals some surprising truths about high-speed traders, picking the best technology and the buy side's appetite for options.

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Issue cover

In This Issue:

  • THE HIDDEN DANGER IN DARK LIQUIDITY: Rising dark pool volumes can obscure price discovery and create wider spreads and higher costs on the lit markets.
  • THE NEED FOR SPEED? Wedbush's new low-latency trading platform targets long-only buy-side firms. But do traditional asset managers need that much speed?
  • HOW TO CHOOSE THE BEST TECHNOLOGY FOR YOUR FIRM: IT leaders should focus on solutions that enable business flexibility, says Telx's Shawn Kaplan.
  • LONG LIVE OPTIONS: Despite lower volumes, options are poised for big growth, according to Tabb Group's Andy Nybo.
  • TURNING THE PAGE ON THE PIPELINE SOAP OPERA: Portware has acquired Pipeline's technology assets, ending the former dark pool's bizarre tale.
  • MAKING SENSE OF EUROPE'S RISKY RIDE: Fund manager La Francaise AM, with advice from S&P Capital IQ, is betting on a credit fund in the Eurozone.
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