Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Order placement problem?

Definition 17.1 Microstructure and Execution · Hoofdstuk 17 — Child-Order Placement

The order placement problem is the choice, for a child order that must be done by a deadline, of where and when to post it (at the best quote, behind it, inside the spread, or across it as a marketable order) and of how to revise it, so as to minimise the expected cost against the mid at the decision, penalised by its dispersion.

Lees in het hoofdstuk →