Case Study: Buy-side broker selection and dark pool execution

Medan Gabbay

Case Study: Buy-side broker selection and dark pool execution
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  • 402 KB File Size
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  • 24th January 2019 Create Date
  • 17th November 2022 Last Updated
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A routing solution to select brokers based on benchmarks and find liquidity across dark pools


The overall benefits from the solution are:

  • To increase the performance of execution while respecting stringent compliance rules.
  • To enable granular and analytical view of brokers, brokers’ algorithms and dark pools execution performance.
  • To create a broker-independent and automated execution technology for finding liquidity.

About Quod Financial

Quod Financial delivers adaptive trading technologies into the financial community. Its multi-asset adaptive technologies enable financial institutions to dynamically seek liquidity across transparent and non-transparent venues, reduce market impact and build complex execution and trading strategies. Quod Financial services all segments of capital markets with distinct solutions for liquidity venues, exchanges, retail brokers, buy- and sell-side institutions. Its real-time execution decision-making capabilities enhance both control and transparency of the execution process. This results in increased trading performance and execution quality.