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5531金融与交易中等数值题short

Expected Ending Inventory 1

题目

You start long 200 shares. If you keep both sides on, expected bid-fill probability is 0.24, ask-fill probability is 0.16, and each fill size is 50. If you instead turn the bid off and only leave the ask quote live, what expected ending inventory do you get under each policy, and which policy leaves you closer to flat?

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你的答案

keep_both

ask_only

closer_to_flat_policy