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Quantitative Finance · Glossário

O que é Parent order, child order?

Também chamado de: parent order · child order

Definition 14.1 Microstructure and Execution · Capítulo 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.

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