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Quantitative Finance · शब्दावली

Information chasing क्या है?

Definition 23.3 Microstructure and Execution · अध्याय 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.

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