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Quantitative Finance · Glosario

¿Qué es Custom basket?

Definition 12.3 Market Making and High-Frequency Trading · Capítulo 12 — ETF Market Making

A custom basket is a creation or redemption basket that is not a pro-rata slice of the fund’s portfolio, or that differs from the basket published for the day, agreed between the fund and the authorised participant under the fund’s written policies.

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