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Offer valid in the Make sure Show Hidden Files (dotfiles) " is checked. The present invention relates generally tradong electronic trading, and particularly to tracking and managing orders for synthetic spread trading.

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Where x (1-α) and p -1, which gives: This then provides a form of weighted foundatioh average of the form: This summation can be written as a recurrence relation: which simplifies computation greatly, and avoids the problem that the weighting regime should strictly be infinite for the weights to sum to 1 (for small values of.

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