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Quantitative Finance · शब्दावली

Mark-out क्या है?

Definition 15.2 Markets II: Rates, FX and Credit · अध्याय 15 — FX Spot Microstructure

The mark-out of a trade at horizon HH is the provider’s profit from marking the position at the mid HH after the trade: the half-spread earned minus the move of the mid in the client’s favour over HH. Averaged over a client’s trades at several horizons, from milliseconds to minutes, it measures how informed the client’s flow is.

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