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Quantitative Finance · Glossaire

Qu'est-ce que « Flow-induced trading, price pressure » ?

Aussi appelé : flow-induced trading · price pressure

Definition 9.1 Strategies I: Equities and Futures · Chapitre 9 — Flows

Flow-induced trading of a stock over a period is the trading that fund flows force on it: the sum over funds of the share of the stock each fund owns times the fund’s flow as a share of its assets. Price pressure is the part of a price move caused by such uninformed demand, expected to reverse once the demand has been absorbed.

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