4126金融与交易简单数值题short
Square-Root Impact Scaling 1
题目
A desk uses a square-root impact rule: cost in bps scales with sqrt(Q/ADV). A trade of 1.00\% of ADV costs 8 bps. What impact cost would the same model predict for a trade of 4.00\% of ADV?
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