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5803金融与交易中等数值题short

Minimum Width For A Profit Target

题目

A maker wants to earn at least 5.0 in total net edge over a session in which it expects exactly 250 fills. Each fill earns (h - loss) with adverse-selection loss 0.008, and the maker assumes the fill count is independent of the half-spread over the relevant range. What is the minimum half-spread that meets the target?

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