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Quantitative Finance · Glossaire

Qu'est-ce que « Release race » ?

Definition 18.2 Market Making and High-Frequency Trading · Chapitre 18 — News and Event Trading

A release race is the latency race (chapter 9) triggered by a scheduled release: traders who receive and parse the number first take the quotes that the number has made stale, in every instrument that depends on it.

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