pUP

Russian translation: дисбаланс цены покупателя

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GLOSSARY ENTRY (DERIVED FROM QUESTION BELOW)
English term or phrase:pUP
Russian translation:дисбаланс цены покупателя
Entered by: Dmitry Murzakov
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07:09 Oct 29, 2013
English to Russian translations [PRO]
Bus/Financial - Finance (general)
English term or phrase: pUP
Добрый день!

Trading Rates
Trading rates are somewhat difficult to estimate, but there is a clear relationship between the probability an order will be executed and the ratio of its queue size to the opposite queue size (e.g., the bid queue size versus the ask queue size). This is shown in figure 8 as pUP.

Скорость торговых операций с трудом поддается оценке, однако существует четкая связь между вероятностью исполнения заявки и отношением длины ее очереди к длине очереди противоположной сделки (например, длина очереди заявок на покупку к длине очереди заявок на продажу). Эта связь показана на Рисунке 8 как ?

http://queue.acm.org/detail.cfm?id=2536492

В комментариях есть пост, который указывает на то, что это, скорее всего, какой-нибудь коэффициент:

Anybody noticed the simple calc error in Figure 10 with pUP and pDN?

Поскольку в статье есть коэффициенты pUP и pDN (последний показан только на Рисунке 8), то, скорее всего, они указывают на движение вверх и вниз соответственно. Что это за коэффициенты?

Спасибо.
Dmitry Murzakov
Russian Federation
Local time: 01:25
Дисбаланс цены покупателя (Pup)
Explanation:
Дисбаланс цены покупателя (bid)
Определяется по формуле:
Bid imbalance = pUP = bs0 / (bs0 + as0), где
bs0 = size on the best bid; as0 = size on the best ask
http://whatheheckaboom.wordpress.com/2013/10/20/acm-articles...
Фактически значит, что
pUP is the relative size of the best bid queue to (best bid queue + best offer queue). A pUP of 0 means almost no bids in the bid queue, but lots of offers on that side. P execution is probably 50% because of the chance of someone stepping in front of that lone order in the queue. A pUP of 100% implies a large queue on the bid side and a small (almost zero) queue on the ask side in which case the order has a low chance of execution because other orders in the queue are likely ahead of it.
Selected response from:

Lilia_K
Ukraine
Local time: 00:25
Grading comment
Спасибо, Lilia!
4 KudoZ points were awarded for this answer



Summary of answers provided
3Дисбаланс цены покупателя (Pup)
Lilia_K


Discussion entries: 1





  

Answers


39 mins   confidence: Answerer confidence 3/5Answerer confidence 3/5
pup
Дисбаланс цены покупателя (Pup)


Explanation:
Дисбаланс цены покупателя (bid)
Определяется по формуле:
Bid imbalance = pUP = bs0 / (bs0 + as0), где
bs0 = size on the best bid; as0 = size on the best ask
http://whatheheckaboom.wordpress.com/2013/10/20/acm-articles...
Фактически значит, что
pUP is the relative size of the best bid queue to (best bid queue + best offer queue). A pUP of 0 means almost no bids in the bid queue, but lots of offers on that side. P execution is probably 50% because of the chance of someone stepping in front of that lone order in the queue. A pUP of 100% implies a large queue on the bid side and a small (almost zero) queue on the ask side in which case the order has a low chance of execution because other orders in the queue are likely ahead of it.


Lilia_K
Ukraine
Local time: 00:25
Native speaker of: Native in RussianRussian, Native in UkrainianUkrainian
PRO pts in category: 16
Grading comment
Спасибо, Lilia!
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