5809金融与交易中等数值题short
EV Comparison Of Two Quote Prices
题目
Quote A sits one tick inside: fill probability 0.40, net edge 0.015 per share. Quote B sits one tick wider: fill probability 0.25, net edge 0.028 per share. Both quote 100 shares. Which quote has higher expected PnL, and what is that higher value?
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