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Quantitative Finance · Glossaire

Qu'est-ce que « I-would price » ?

Definition 28.2 Microstructure and Execution · Chapitre 28 — Build: an Execution Algorithm

An I-would price is a price, set by the trader, at or better than which an algorithm should trade more than its schedule says, up to its upper participation limit, because the trader would be glad to complete the order there.

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