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.
Quantitative Finance · Begrippenlijst
Wat is Flow-induced trading, price pressure?
Ook bekend als: flow-induced trading · price pressure