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Quantitative Finance · Glossário

O que é Quote ladder?

Definition 10.2 Market Making and High-Frequency Trading · Capítulo 10 — The Quoting Engine

A quote ladder is a set of orders resting at several consecutive prices on one side, each intended to trade: the best level earns the spread now, and the levels behind it hold places in queues that become the best when the price moves.

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