Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Book resilience?

Definition 3.4 Microstructure and Execution · Hoofdstuk 3 — Empirical Facts of Order Books

The book resilience of a limit order book is the speed at which its spread and depth return to their usual state after a trade or a cancellation has depleted them.

Lees in het hoofdstuk →