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Quantitative Finance · Glosario

¿Qué es Order-processing cost?

Definition 4.1 Microstructure and Execution · Capítulo 4 — Why There Is a Spread

The order-processing cost of a liquidity provider is the cost per trade that does not depend on who the counterparty is or on what happens to the price afterwards: exchange and clearing fees, systems, staff and capital, net of rebates.

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