5819金融与交易简单数值题short
Edge Per Unit Of Risk
题目
A quote earns an expected net edge of 0.018 per fill, and the PnL of each fill has a standard deviation of 0.12. What is the edge-per-unit-of-risk (expected edge divided by standard deviation) for this quote? Give the answer to three decimals.
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