Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es Non-execution risk, clean-up trade?

También llamado: non-execution risk · clean-up trade

Definition 17.2 Microstructure and Execution · Capítulo 17 — Child-Order Placement

Non-execution risk is the chance that a passive order is not filled by its deadline, and the cost of what must then be done. The clean-up trade is that remedy: at the deadline the unfilled remainder is cancelled and sent as a marketable order, at whatever the price has become.

Leer en el capítulo →