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>Read your link. Dark pools are created so institutions can trade large blocks without moving the price, or to hide transactions

Yes, to hide them from HFT.

Read on a little.




Yes and the bit about 'predatory HFT' is backed up with an article which has no information about what constitutes 'predatory HFT', it merely repeats the words in a small annotion. The article is more about the regulatory concerns over dark pools.

I'll tell you why they use dark pools. On the open market, if you sell lots of shares, buyers will see that, and drop their bids. Likewise if you put in a large bid, sellers will raise their asks. In a dark pool, institutions can move large blocks at a given price without market forces interfering, and reduce trading costs.


If that were so, dark pools would have been around for as long as we've had public exchanges. Yet they only appeared on the scene after HFT did.


I'm confused. Dark pools (ie, private exchanges) are devices used primarily by giant investment banks and hedge funds to try to load or unload large amounts of stock without moving the market.

What point are you trying to make about them? That if we didn't have HFT, we wouldn't need them? That's an argument for HFT, not against.


Dark pools exist largely to prevent HFT from parasitically extracting value from large trades. Spearing whales I believe it's called. Giant investment banks, hedge funds, insurance companies and pension funds use them.

>That if we didn't have HFT, we wouldn't need them? That's an argument for HFT, not against.

Dark pools are an evolved defense against parasitic market players that is not cheap. These costs are then passed on to you via your pension fund, index fund or if you buy insurance.

I don't see how that's an argument for them unless you or your friends were personally profiting from it.


Large trades should move the market!

You and I buy stocks in small amounts. Intuitively, after each of our trades, we understand that the market moves to take the impact of those trades into account. That's the point of markets!

So why on earth should it be that a hedge fund should be able to buy or sell huge amounts of stock without having the market move? You don't have that power. Why do they? The fact that a giant entity is trying to move huge amounts of stock is information. The point of the market is to capture that information and build it into prices. That's exactly what HFTs are doing in this scenario.

The expectation that hedge fund managers have that they should be able to capture the spot price of a security and then buy or sell arbitrary amounts at that price, taking their information advantage out of the hides of every other market participant, seems totally unfair. Again: you don't have that privilege on the market. Why do they?


Private trades have existed forever. Dark pools as infrastructure in their current form, of course rely on computers.

It's like the difference between searching for a house on a public database, or a broker's private database...




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