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Quantitative Finance · Glossaire

Qu'est-ce que « Automated execution rule » ?

Definition 25.2 Networks, Hardware and Trading Infrastructure · Chapitre 25 — Fixed Income and RFQ Platform Connectivity

An automated execution rule is a client’s pre-set instruction, run by the platform, that executes a request for quote without a person’s decision: at the best answer when the timer expires, at the best of the first kk answers, at the first answer within a tolerance of a reference price, or with a named dealer.

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