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ITG Launches Dark List Algorithm

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New Algorithm Brings Dark Aggregation to Portfolio Trading NEW YORK, April 28, 2015 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading execution broker and research provider, today announced the launch of the ITG Dark List Algorithm, a next-generation algorithm which brings ITG's unique dark trading capacity to portfolio traders. Using a proprietary optimization technique, the algorithm is able to efficiently trade a list in POSIT Marketplace® and POSIT Alert® without creating cash imbalances or over-trading liquid names. "Portfolio traders are hesitant to leverage the cost-saving potential of dark pools at scale because of concerns about unpredictable execution rates that can create cash im...

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