← 返回数学题库
2675机器学习困难derivationmedium

Break-Even Hit Rate After Trading Costs

题目

A directional model earns +1 unit on a correct trade and -1 unit on an incorrect trade before costs. Each round trip also pays a cost of 0.08 units regardless of outcome. What hit rate pp makes expected net PnL zero?

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案