PT  - JOURNAL ARTICLE
AU  - Justin Schack
AU  - Joe Gawronski
TI  - Rosenblatt’s Dark Liquidity Tracker: <em>2010 in Review</em>
AID  - 10.3905/jot.2011.6.3.041
DP  - 2011 Jun 30
TA  - The Journal of Trading
PG  - 41--51
VI  - 6
IP  - 3
4099  - https://pm-research.com/content/6/3/41.short
4100  - https://pm-research.com/content/6/3/41.full
AB  - Dark pools have become a major force in the United States’ market structure. In the year-in-review, we share insights on the growth of dark pools over time and the major trends observed throughout 2010. Among those are significant growth in dark-pool market share, the inverse relationship between dark activity and volatility, and high-frequency traders becoming active in dark pools.TOPICS: Volatility measures, financial crises and financial market history, exchanges/markets/clearinghouses