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Quantitative Finance · Glossário

O que é Accountability level?

Definition 13.2 Markets III: Commodities, Energy and Crypto · Capítulo 13 — Getting Access: Commodities and Power

An accountability level is a position size set by an exchange above which a trader must, on request, explain its position and its purpose, and may be told not to increase it; unlike a position limit (One Quant Book 1, chapter 27), it is not a hard cap.

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