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?
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