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Quantitative Finance · Glosario

¿Qué es Internal crossing?

Definition 27.3 Research Craft: Predictors, Backtests, Measurement, Portfolios · Capítulo 27 — Transaction Costs in Research

Internal crossing nets the trades of a firm’s strategies in the same stock before any reach the market: a buy of one strategy and a sell of another cross at no market cost.

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