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shred45 | 1 year ago

Order flow in dark pools does impact the price of a security. The market maker will eventually need to trade out of that position. If there is aggregate buying pressure in the dark pool, they will adjust their quotes in both dark and lit markets.

discuss

order

taway789aaa6|1 year ago

> The market maker will eventually need to trade out of that position

This is why Citadel has $60+ billion dollars of "securities sold not yet purchased" on their financial statements.

They have sold $60+ BILLION of shares to investors and not yet bought the underlying securities.

So when exactly will that $60 billion of buy pressure hit the market?

gruez|1 year ago

>This is why Citadel has $60+ billion dollars of "securities sold not yet purchased" on their financial statements.

1. source?

2. supposing this is true, what's their daily turnover? "60+ billion" sounds like a lot, but if that's their daily turnover that shouldn't be anything out of the ordinary.

toast0|1 year ago

> They have sold $60+ BILLION of shares to investors and not yet bought the underlying securities.

> So when exactly will that $60 billion of buy pressure hit the market?

Citadel needs to deliver the stock they sold on T+1 as of May 28, 2024. There's some allowance for failure to deliver, but the data is out there, if Citadel is routinely failing to deliver, you should be complaining about that, not about their financial statements.

Meanwhile, if Citadel wants to pay me fractional pennies more per share than a public exchange, and also my brokerage fractional pennies for the privilege, who am I to say no? Especially when the public exchange may charge me a fee to trade.

snapcaster|1 year ago

If you actually don't understand why that citadel statement said that you should read up on how market makers work. Any given snapshot in time for them would have enormous quantities of securities on both sides because they have to hedge all of their activities to remain neutral to any price movements.

>So when exactly will that $60 billion of buy pressure hit the market?

it probably did shortly after the statement, coupled with a likely similarly sized "sell pressure". They're constantly buying and selling things that's how the business model works

jkulubya|1 year ago

Leaving aside the veracity of that figure, if they've sold $60B of shares they don't own then they must've sold shares they borrowed in some way, and that shows up in the demand/supply. Someone (or someones) in the market would know.

shred45|1 year ago

I don't think this really tells you anything, and it also will impact the quotes they are making, even if they are holding the position for now.