5481金融与交易中等数值题short
Join Or Improve 1
题目
If you join the current best quote, fill probability is 0.26, size is 120, raw edge per share is 0.011, and rebate is 0.0005. If you improve the quote, fill probability becomes 0.18, size is 120, raw edge per share is 0.017, and rebate is 0.0005. Which action has higher expected PnL?
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你的答案
join_EV
improve_EV
choice