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Quantitative Finance · शब्दावली

Partial basket क्या है?

Definition 13.1 Market Making and High-Frequency Trading · अध्याय 13 — Index and Basket Arbitrage

A partial basket is a subset of an index’s constituents, with weights chosen to track the index as closely as possible, traded in place of the full basket to save time and cost at the price of tracking error.

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