Marking the close (banging the close) is trading heavily just before and during the closing period to move the closing or settlement price, to benefit a position whose value depends on that price.
Quantitative Finance · Begrippenlijst
Quantitative Finance · Begrippenlijst
Marking the close (banging the close) is trading heavily just before and during the closing period to move the closing or settlement price, to benefit a position whose value depends on that price.