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Quantitative Finance · Glossário

O que é Information chasing?

Definition 23.3 Microstructure and Execution · Capítulo 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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