With the continued proliferation of dark pools, simple aggregation methods no longer suffice. ITG’s Liquidity Filter was created to go beyond traditional dark aggregation, targeting the highest quality, passive liquidity from each dark pool and proactively limiting exposure to toxic liquidity.
With ITG’s Liquidity Filter:
- Total cost savings increased by 11.5 bps without sacrificing fill rates.
- Of this, 7.5 bps is attributed to execution cost improvement.
- 4 bps is attributed to reduced opportunity cost.
- Executions outperformed ITG’s ACE cost estimates by an average of 10 bps†.
HERE’S HOW THE LIQUIDITY FILTER WORKS 
Learn more about how POSIT Marketplace
“Screens for Clean”
For more information, call 800.444.6300
