Semua buku

Profesional

Aplikasi Tentang Pelatih Masuk Mulai membaca

Quantitative Finance · Glosarium

Apa itu Execution risk?

Definition 14.4 Microstructure and Execution · Bab 14 — The Almgren–Chriss Framework

Execution risk is the variance (or standard deviation) of an execution’s cost that comes from the price moving while the position is still held: σ2∫x2 dt\sigma^2\int x^2\,dt here.

Baca dalam konteks →