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Quantitative Finance · Glossário

O que é Simulation–production parity?

Também chamado de: simulation--production parity

Definition 12.1 Research, Data and Risk Platforms · Capítulo 12 — Simulation–Production Parity

Simulation–production parity is the property that a strategy, given the same inputs in the same order, produces the same outputs in simulation and in production: the same orders and cancels, at the same prices and quantities, in response to the same events.

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