Tell us about your portfolio and we'll email you when there's dark pool shorting or irregular volume in your securities.
Our charts make it easy to size up dark pool volume and shorting activity with detailed data up to five years back.
We watch dark pool activity in 8500+ securities listed across four public exchanges. You have access to every chart.
Premium subscribers get access to a summary of over one hundred statistically anomalous dark pool trading sessions every day.
When high, skews the price-discovery process of the open market. That means that stocks with high dark-pool-to-exchange ratios tend to be more volatile. SqueezeMetrics will help you know what you're getting yourself into.
Can be in response to overvaluation, merger arbitrage, market risk factors, or even material nonpublic information. Either way, the sooner you know the better. SqueezeMetrics updates you on dark pool short volume every day.
When funds want to trade large blocks of shares, they prefer to minimize the price impact of their transactions. So unless a security is highly liquid, order-matching in off-exchange venues is preferable.
One problem with public exchanges is that many High-Frequency Trading algorithms (HFTs) are designed to front-run larger block trades. This makes the exchanges a costly venue for many funds to trade.
Because of the way they are structured, dark pools allow for a high degree of anonymity while taking and providing liquidity. For many market participants, especially large funds, this is a necessary strategy.