4121金融与交易中等数值题short
Spread-Impact Decomposition 1
题目
A buy slice arrives when the mid is 50. Crossing the spread costs 0.02 dollars per share, temporary impact is 0.03, and permanent impact is estimated at 0.01. What are the expected average fill price and the post-trade mid immediately after the market digests the permanent impact?
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你的答案
fill price
post-trade mid