News & Views

VIDEO: Empowering the Buy Side Through AI, Analytics and Automation (TABB)

Natasha Shamis, Liquidnet's Global Head of Product, sat down with Terry Roche at TABB's annual equities conference, "Equities 2017: Forward or Backward – Where Are We Headed." Natasha discusses how Liquidnet's Virtual High Touch™—a new category of buy-side technology that brings together advanced data analysis, adaptive learning algorithms, unique liquidity search tools, and real-time analytics into a new trading experience—helps buy side in an increasingly data-driven market.

Watch the full video.

Liquidnet’s Dark Pool Value Index (DPVI): Week of 4/24/2017

Liquidnet's Adam Sussman addresses the two week lag between FINRA’s release of the Tier 1 and Tier 2 ATS Transparency Data in his latest Dark Pool Value Index (DPVI).

Year to date, Tier 2 equities have accounted for roughly 38% of the total ATS volume, a sizable portion. Unfortunately, the Tier 2 data is released an additional two weeks after the Tier 1 data (four weeks from the original trading week). By the time the market receives the Tier 2 data, it is considerably stale. While we see no compelling reason for the additional delay, how much of a difference is there between the two data sets?