Article
Understanding and Avoiding Adverse Selection in Dark Pools
Nigam Saraiya and Hitesh Mittal
Trading Spring 2010, 2010 (1) 64-77
Nigam Saraiya
is an assistant vice president at Algorithmic Trading, Investment Technology Group, Inc., in New York, NY.
Hitesh Mittal
is a managing director and head of Liquidity Management at Investment Technology Group, Inc., in New York, NY.
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Understanding and Avoiding Adverse Selection in Dark Pools
Nigam Saraiya, Hitesh Mittal
Trading Mar 2010, 2010 (1) 64-77;
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- Article
- Abstract
- DEFINING ADVERSE SELECTION
- THE IMPACT OF ADVERSE SELECTION ON BUY-SIDE PERFORMANCE
- ADVERSE SELECTION AND IMPLEMENTATION SHORTFALL: A CAUSE-AND-EFFECT RELATIONSHIP
- PRIMARY METHODS OF MEASURING ADVERSE SELECTION
- A PRACTICAL METHOD OF MEASURING ADVERSE SELECTION
- AVOIDING ADVERSE SELECTION
- CONCLUSION
- Disclaimer
- ENDNOTES
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