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5456Tight Versus Wide 1Choice A is half-spread 0.018 with per-side fill prob 0.34. Choice B is half-spread 0.028 with per-side fill prob 0.24. Expected loss per fill is 0.009, rebate is 0.001, and fixed inventory penalty is 0.0015 per round. Which quote has higher expected value?金融与交易中等数值题未尝试面试订阅5461Why One Tick Is Not Always OptimalWhy is quoting the minimum possible spread not automatically optimal for a market maker?金融与交易中等essay未尝试面试订阅5462Why Width Should Follow SpeedWhy should the same instrument often be quoted wider in a fast tape than in a slow tape?金融与交易中等essay未尝试面试订阅5463Why Competition Only Helps If Fills Improve EnoughWhy does matching a tighter competitor only make sense if the fill-rate gain is large enough?金融与交易中等essay未尝试面试订阅5464Why Good Width Cannot Fix Bad MidWhy can a mathematically reasonable width still lose money if the quote center is wrong?金融与交易中等essay未尝试面试订阅5465Why Width And Skew Are Different ControlsWhy do market makers treat quote width and quote skew as different levers?金融与交易中等essay未尝试面试订阅5466One-Sided Quote EV 1A one-sided quote has fill probability 0.28. If filled, size is 200, half-spread capture is 0.018 per share, rebate is 0.001, and expected adverse-selection loss is 0.01 per share. What is the expected PnL?金融与交易简单数值题未尝试面试订阅5471Two-Sided Quote EV 1You quote both sides for size 150. Bid-fill probability is 0.22 and ask-fill probability is 0.3. Bid half-spread is 0.016, ask half-spread is 0.02, rebate is 0.001, bid-side adverse loss is 0.009, and ask-side adverse loss is 0.012. What is expected PnL?金融与交易中等数值题未尝试面试订阅5476Partial Fill EV 1A quote can fill in two sizes: with probability 0.25 you trade 100 shares and earn 0.012 raw edge per share; with probability 0.1 you trade 250 shares and earn 0.009 raw edge per share. Rebate is 0.0005 per share in either case. What is expected PnL?金融与交易简单数值题未尝试面试订阅5481Join Or Improve 1If you join the current best quote, fill probability is 0.26, size is 120, raw edge per share is 0.011, and rebate is 0.0005. If you improve the quote, fill probability becomes 0.18, size is 120, raw edge per share is 0.017, and rebate is 0.0005. Which action has higher expected PnL?金融与交易中等数值题未尝试面试订阅5486Why Positive Edge Per Fill Is Not EnoughWhy is positive edge on each fill not sufficient to make a quoting strategy attractive?金融与交易中等essay未尝试面试订阅5487Why Rebate Can Flip The DecisionWhy can a seemingly tiny maker rebate materially change whether a quote is worth posting?金融与交易中等essay未尝试面试订阅5488Why Hit Rate Can Be MisleadingWhy can a high fill rate be a warning sign instead of a success metric for a market maker?金融与交易中等essay未尝试面试订阅5489Why Average Spread Capture Overstates EdgeWhy does average spread capture often overstate true strategy edge?金融与交易中等essay未尝试面试订阅5490Why Latency Matters For EVWhy can quote-cancel latency reduce expected value even if your fair-value model is accurate on average?金融与交易中等essay未尝试面试订阅5496Fill With Carry Cost 1Round 1 has fill probability 0.32 and edge 0.024, but a round-1 fill also creates carry cost 0.006 before the next decision point. If round 1 does not fill, round 2 has fill probability 0.28 and edge 0.02. What is total expected edge?金融与交易中等数值题未尝试面试订阅5506Two-Round Signal Tree 1Round 1 has fill probability 0.28 and edge 0.02. If round 1 does not fill, round 2 begins. At round 2 a strong signal arrives with probability 0.4; under a strong signal the quote has fill probability 0.35 and edge 0.03, while under a weak signal the fill probability is 0.2 and edge is 0.012. What is total expected edge?金融与交易困难数值题未尝试面试订阅5516Reservation Price 1A market maker uses reservation price = fair value - lambda*inventory. If fair value is 100, inventory is 50, lambda is 0.006, and the chosen half-spread is 0.02, what reservation price, bid, and ask should the maker use?金融与交易简单数值题未尝试面试订阅5517Reservation Price 2A market maker uses reservation price = fair value - lambda*inventory. If fair value is 50, inventory is -80, lambda is 0.004, and the chosen half-spread is 0.015, what reservation price, bid, and ask should the maker use?金融与交易简单数值题未尝试面试订阅5518Reservation Price 3A market maker uses reservation price = fair value - lambda*inventory. If fair value is 75.5, inventory is 120, lambda is 0.003, and the chosen half-spread is 0.018, what reservation price, bid, and ask should the maker use?金融与交易简单数值题未尝试面试订阅