Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Information chasing » ?

Definition 23.3 Microstructure and Execution · Chapitre 23 — Request for Quote and Dealer Markets in Theory

Information chasing is a dealer’s quoting of better prices to clients whose trades carry information, because what it learns from their flow is worth more to it, in its trading with others, than the adverse selection it suffers on their trades.

Lire dans le chapitre →