Ulrich Nögel, Co-founder and Head of Analytics, writes about DVCs and LIS trading published in the Q3/4 issue 44 of the Automated Trader Magazine
A controversial rule in MiFID 2 is the double volume cap mechanism for dark pools. Recently, a quantitative study presented dramatic numbers on the percentage of stocks that would be suspended under the regime. We investigate if the efficient use of large-in-scale trading can help to mitigate the caps.
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