A market maker’s revenue capture is its trading income, net of the fees that scale with trading, per unit traded: per share, per contract, or per unit of value traded, usually in basis points.
Quantitative Finance · Glossary
Quantitative Finance · Glossary
A market maker’s revenue capture is its trading income, net of the fees that scale with trading, per unit traded: per share, per contract, or per unit of value traded, usually in basis points.