Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Parent order, child order?

Ook bekend als: parent order · child order

Definition 14.1 Microstructure and Execution · Hoofdstuk 14 — The Almgren–Chriss Framework

A parent order is an instruction to trade a quantity over a period, given to a trader or an algorithm; the child orders are the orders actually sent to venues to execute it.

Lees in het hoofdstuk →