title = "Dark Pool Strategies"

content = """
Dark pools provide anonymous trading venues that reduce market impact
for institutional order flow. Strategy and routing determine when to
use dark pools.

**Types** include broker-owned pools, exchange dark pools, and
independent ATSs. Liquidity and latency vary by venue.

**Randomization** of order routing prevents gaming. Consistent patterns
allow predators to anticipate flow.

**Price Discovery** occurs in lit markets. Dark pool prints may or may
not contribute to price formation depending on venue type.

**Best Execution** requires evaluating dark pool fill rates and
information leakage risk against lit market alternatives.
"""

version = "0.0.1"
