Semua buku

Profesional

Aplikasi Tentang Pelatih Masuk Mulai membaca

Quantitative Finance · Glosarium

Apa itu Non-execution risk, clean-up trade?

Dikenal juga sebagai: non-execution risk · clean-up trade

Definition 17.2 Microstructure and Execution · Bab 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.

Baca dalam konteks →