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Quantitative Finance · शब्दावली

I-would price क्या है?

Definition 28.2 Microstructure and Execution · अध्याय 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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