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5788When To Cross Against A SignalYou are long 500 shares and receive a signal that the mid will fall by an expected 0.04 per share before you could otherwise unwind. Crossing the spread to flatten now costs 0.015 per share for certain. Compare the expected loss from holding through the drift against the certain crossing cost, on the full 500 shares, and decide whether to cross.金融与交易中等数值题未尝试免费5789Skew To Recover From A ShortYou start short q0 = -150 shares; lot size is 50. Under a symmetric quote, bid-fill probability is 0.30 and ask-fill probability is 0.30. Under a bid-skew policy designed to buy back, bid-fill probability rises to 0.50 while ask-fill probability falls to 0.20. Compute the expected ending inventory under each policy, and state which leaves you closer to flat.金融与交易中等数值题未尝试免费