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Quantitative Finance · शब्दावली

Queue depletion rate, cancellation rate क्या है?

अन्य नाम: queue depletion rate · cancellation rate

Definition 8.7 Research Craft: Predictors, Backtests, Measurement, Portfolios · अध्याय 8 — Order-Book Features

The queue depletion rate of a best queue is the quantity leaving it per second (cancellations and executions) over a trailing window; its cancellation rate counts cancellations only.

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