المدربNon-synchronous trading is the observation of different assets at different, random times. The Epps effect (Epps, 1979) is the resulting fall of realised correlation toward zero as the sampling interval shortens: with previous-tick sampling on a fine grid, most intervals contain a price change of one asset and none of the other.
Quantitative Finance · المسرد
ما معنى Non-synchronous trading, Epps effect؟
يُعرف أيضًا باسم: non-synchronous trading · Epps effect