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07:09 Oct 29, 2013 |
English to Russian translations [PRO] Bus/Financial - Finance (general) | |||||||
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| Selected response from: Lilia_vertaler Netherlands Local time: 21:42 | ||||||
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Summary of answers provided | ||||
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3 | Дисбаланс цены покупателя (Pup) |
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Discussion entries: 1 | |
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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. |
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