Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Queue depletion rate, cancellation rate?

Ook bekend als: queue depletion rate · cancellation rate

Definition 8.7 Research Craft: Predictors, Backtests, Measurement, Portfolios · Hoofdstuk 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.

Lees in het hoofdstuk →