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Quantitative Finance · शब्दावली

Stochastic liquidity क्या है?

Definition 15.4 Microstructure and Execution · अध्याय 15 — Beyond Almgren–Chriss

Stochastic liquidity lets the impact parameters themselves change at random during the execution, as volume and depth do, so that the cost of trading now depends on the state of the market now.

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