← 返回数学题库
2676机器学习简单数值题short

A Tiny Tail Probability Can Dominate Average PnL

题目

A strategy makes +0.04% on 98% of days and loses -2.5% on the remaining 2% of days. What is the unconditional average daily return?

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