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Quantitative Finance · Glosario

¿Qué es Pre-trade risk check?

Definition 27.1 Market Making and High-Frequency Trading · Capítulo 27 — Risk Controls

A pre-trade risk check is a test an order must pass before it is sent to a venue, against limits on its size, value and price and on the positions, open orders and exposures it would create, refusing the order if any limit would be broken.

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