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Quantitative Finance · Glossaire

Qu'est-ce que « Internalisation rate » ?

Definition 23.2 Market Making and High-Frequency Trading · Chapitre 23 — Retail Wholesaling

The internalisation rate is the share of a market maker’s fills (by shares or by orders) that it keeps against its own inventory rather than offsetting on an exchange or another venue within a short interval.

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