Semua buku

Profesional

Aplikasi Tentang Pelatih Masuk Mulai membaca

Quantitative Finance · Glosarium

Apa itu Post-trade reversion?

Definition 19.4 Microstructure and Execution · Bab 19 — Transaction-Cost Analysis

Post-trade reversion is the move of the price after an order’s last fill, signed against the order: a price that gives back the order’s push (negative) shows temporary impact; a price that keeps going shows that the order carried information or that it leaked (chapter 9).

Baca dalam konteks →