5476金融与交易简单数值题short
Partial Fill EV 1
题目
A quote can fill in two sizes: with probability 0.25 you trade 100 shares and earn 0.012 raw edge per share; with probability 0.1 you trade 250 shares and earn 0.009 raw edge per share. Rebate is 0.0005 per share in either case. What is expected PnL?
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