Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Static and dynamic price bands » ?

Aussi appelé : static price band · dynamic price band

Definition 25.1 Microstructure and Execution · Chapitre 25 — Circuit Breakers and Halts

A static price band limits trading to a range around a fixed reference (the previous close, the opening price) for the session. A dynamic price band limits it to a range around a reference that follows recent trades, such as their average over the last minutes.

Lire dans le chapitre →