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Dark Pools - Scott Patterson


This post is the first in a new segment that I'm adding to the site. This new category of posts will be titled "Book Reviews" and as the name suggests, will be a place for me to summarize and post my opinions on the books that I read.


Some Context

Part of my upcoming goals for the website are to try and make it more representative of my ideas and personality. Part of that will be sharing new types of content that relate to every aspect of my life. For example, I'll be discussing stories about the books I read, the people I meet, and the changes I'm making.


As a child I always had the somewhat "nerdy" side of me that enjoyed sitting down and getting lost within a good book. There's a certain stigma surrounding kids who read that deterred me from continuing to do so for much of my high school and college years. However, I've recently fallen back in love with an amazing hobby of mine and want to share what I learn with you guys.


Plus, at the end of the day, if I'm the only one who reads these type of posts - at least I have a place for me to return to my thoughts at some time in the future.


Now for the Good Stuff

I'll be breaking down most of my reviews into a few main categories. I'll start with a brief summary where I outline the overall character of the book. Then I'll continue with a few key points or notable quotes that I found intriguing, and end with some key takeaways that I hope to retain going forward. To start, let's begin with a quick recap...


Summary

Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market is a nonfiction piece that outlines the story of how artificially intelligent "bots" infiltrated and essentially took over the United States stock market. The author, Scott Patterson, begins by describing how a computer "genius" by the name of Josh Levine grew tired of the way stock exchanges worked.


Prior to Levine, stock exchanges worked in much of the following way: stockbrokers would receive a call from a potential investor wanting to purchase a share of stock -> that broker would then find another investor willing to sell that stock at a designated price -> the broker would make the transaction via paper slips and the stock would be transferred from one investor to the other at the designated price and the broker would get a commission for overseeing the transaction.


However, the problem that Levine had with this method was that the large institutional investors (think banks like Goldman Sachs, JP Morgan, etc.) were making so many transactions that the stockbrokers loved making transactions with them because of the great commissions. This lead to a problem of the "little guy" (retail investors like you and me) never being able to trade stock at the best possible price because the best prices were always granted to those making the biggest purchases (i.e. those big banks).


The stock exchanges were systemically flawed.


Patterson describes how Levine creates an automated system for all investors to trade stocks via a system called "Island" which completely eliminated the need for the physical stock brokers in a New York trading room. This allowed anyone and everyone to trade stocks instantaneously at the best possible price.


The remainder of the book is a collection of stories that outlines how the "Island" system grew and branched off into many other systems that would eventually make our stock market run entirely by automated bots making trades for people based on data it collects from other people purchasing stock. For example, if a bot saw that JP Morgan placed an order to buy 100,000 shares of IBM, the bot would execute a trade milliseconds faster than JP Morgan and therefore buy the shares just before the stock price went up due to the large purchase by JP Morgan. The bot would hold for less than a second and recognize the gain by selling the stock.


This method would fall victim to its own excellence because of the overuse of bots in the stock market and lead to numerous "Flash Crashes" throughout the history of the United States stock market.


Notable Quotes

"He can trade with zero risk of loss because computer systems can react fast enough to changing market conditions...to 'always' achieve, in the worst-case, a scratch or a cancel of our orders."


"At the end of WWII, the average holding period for a stock was four years. By 2000, it was eight months. By 2008, it was two months. And by 2011 it was twenty-two seconds...One founder of a prominent high-frequency trading outfit once claimed his firm's average holding period was a mere eleven seconds."


"He [Levine] wanted to make stock trading free - for everyone - by leveraging the power of the computer."


Key Takeaways

The stock market is a mystery to most people, including myself, and will forever remain a place where the little guy loses due to his lack of education of how the trading really works. The real price we pay for stocks on our brokerage websites are not the true prices that are executed by the automated systems at the large banking institutions and because of this, they let us think that we have a chance at winning - when, in reality - we're just a part of the game.


In the book, this theory is described as the cost of ignorance - "the cost of a dealer to trade with better informed investors." Patterson goes on to mention, "It would start going after what on Wall Street is known as dumb money. In other words, retail investors."


So, while it's a good idea to invest your money, it's an even better idea to read this book and do your research first so that you don't end up falling victim to the cost of ignorance.


Highly recommend this read. Click the link above or the image of the book to purchase this book on Amazon.


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Vin


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1 commentaire


rbeach
15 juil. 2021

Well written and informative!

J'aime
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