PureStream (Past Sponsor)

The growth in electronic trading has increased the amount of natural liquidity that is being governed by an algorithmic execution strategy. As an unintended consequence, institutional natural liquidity has become latent, unfindable, and uncrossable, because it is trapped in an algo, waiting for future market volume.

This reality has constrained the ability of people and their algo’s to differentiate their results and is impacting buyside portfolio performance through extended portfolio implementations.

We are an institutional trading venue focused on eliminating these constraints by improving liquidity discovery and natural cross rates amongst algorithmic orders. Our solution creates the new dimension of “liquidity length” to compliment the market’s existing “liquidity depth.”