Questions Regarding so-called Dark Pools or Dark Liquidity

[Billy]

Hi--

Since I'm not an expert on the subject, I can only ask in the most vague way: How do OTC transactions influence or not influnece the calls of the robots? Have these pools been factored into the EV methodology? If so, how?

These time consuming questions are, of course, directed to Pascal and Billy. Can you both again indulge my questions or point me to prior threads on this subject?

Many thanks always,

Nickola,

OTC and dark pool transactions cannot influence the calls of the robots since the data is not available to their algorithms.

These pools have not been factored into the EV methodology for the same data issues. The EV (and 20DMF/robot) methodology is precisely trying to detect large players activity from available reported data in the absence of available minute-by-minute "third market" data.

The dark pool issue has already been discussed and documented at length in the old VIT Group. I can only encourage you to search the VIT archives.
Billy