Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Derived data » ?

Definition 23.6 Research, Data and Risk Platforms · Chapitre 23 — Market-Data Distribution and Entitlements

Derived data is information computed in whole or in part from a venue’s data that cannot be reverse-engineered to recreate it or used as a reasonable substitute for it: an index, a signal, a model’s fair value. What is and is not derived data is decided by each venue’s policy.

Lire dans le chapitre →