5813金融与交易困难数值题medium

Blended EV Across Maker And Taker Fills

题目

Of your 1000 fills, 70 percent are passive maker fills earning 0.05 net edge plus a 0.001 rebate per share, and 30 percent are aggressive taker fills earning 0.05 net edge minus a 0.003 fee per share. Every fill is 100 shares. What is your expected total PnL across all fills?

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