第 1 / 2 页
非代码面试题
显示 20 / 22 道匹配题目
答题状态：未尝试未正确已正确
ID题目领域难度题型进度权限
5343Kelly Fraction With Two Loss SizesA repeatable trade stakes a fraction f of capital each round. With probability 0.50 the staked amount gains 100%, with probability 0.30 it loses 50%, and with probability 0.20 it loses 100%. Ignoring leverage caps, what full-Kelly fraction f maximizes expected log growth?金融与交易简单数值题未尝试面试订阅5344Kelly Fraction With Two Upside StatesA repeatable trade stakes a fraction f of capital each round. With probability 0.30 the staked amount gains 200%, with probability 0.30 it gains 50%, and with probability 0.40 it loses 100%. Ignoring leverage caps, what full-Kelly fraction f maximizes expected log growth?金融与交易简单数值题未尝试面试订阅5346Implied Edge From Kelly Target 1A trader says the full-Kelly size for a trade with net odds 1 should be 0.1 of capital. What win probability estimate is consistent with that statement?金融与交易中等数值题未尝试面试订阅5347Implied Edge From Kelly Target 2A trader says the full-Kelly size for a trade with net odds 1.5 should be 0.18 of capital. What win probability estimate is consistent with that statement?金融与交易中等数值题未尝试面试订阅5351Compare Kelly Allocations 1Trade A wins net 1.1 with probability 0.57. Trade B wins net 2 with probability 0.41. Compute both full-Kelly fractions and identify which trade gets the larger capital fraction if you size them separately.金融与交易中等数值题未尝试面试订阅5352Compare Kelly Allocations 2Trade A wins net 0.9 with probability 0.62. Trade B wins net 3.2 with probability 0.34. Compute both full-Kelly fractions and identify which trade gets the larger capital fraction if you size them separately.金融与交易中等数值题未尝试面试订阅5356Kelly After Trading Frictions 1A trade risks 1 unit. If it wins, it earns gross 1.2 but pays a fee of 0.05. If it loses, it loses the 1 unit and still pays the same fee. The win probability estimate is 0.56. What full-Kelly fraction is optimal?金融与交易困难数值题未尝试面试订阅5357Kelly After Trading Frictions 2A trade risks 1 unit. If it wins, it earns gross 2 but pays a fee of 0.03. If it loses, it loses the 1 unit and still pays the same fee. The win probability estimate is 0.48. What full-Kelly fraction is optimal?金融与交易困难数值题未尝试面试订阅5361Why Overbetting Hurts More Than UnderbettingWhy is betting above full Kelly usually worse for long-run growth than betting the same distance below full Kelly?金融与交易中等essay未尝试面试订阅5362Why Edge Uncertainty Shrinks SizeEven if your point estimate suggests a positive full-Kelly fraction, why might a real desk still scale down the position materially?金融与交易中等essay未尝试面试订阅5363Same Expected Value Different KellyTwo trades can have similar expected value per dollar risked but very different full-Kelly fractions. Why?金融与交易中等essay未尝试面试订阅5364Why a Leverage Cap BindsWhy can a leverage cap matter even when the theoretical full-Kelly fraction is well below 100% on one trade?金融与交易中等essay未尝试面试订阅5365Why Zero Kelly Can Be CorrectWhat kinds of changes can turn a seemingly attractive trade into a zero-Kelly trade without flipping the raw headline narrative?金融与交易中等essay未尝试面试订阅5751Kelly Fraction From Edge and OddsA binary bet pays net odds of 3-to-1 (you net 3 units per unit staked on a win, lose your stake on a loss). Your win probability estimate is 0.40. What full-Kelly fraction of capital should you stake?金融与交易简单数值题未尝试免费5752Even-Money Kelly FractionYou can repeatedly take an even-money bet (win 1 unit per unit staked, or lose your stake) that you believe wins with probability 0.55. What full-Kelly fraction of capital maximizes long-run growth, and what simple expression gives it for any even-money win probability p?金融与交易简单数值题未尝试免费5753Log-Growth Rate at Full KellyFor a repeatable even-money bet that wins with probability 0.60, you bet the full-Kelly fraction. What is the resulting expected log-growth rate per round (use natural log)?金融与交易中等数值题未尝试免费5754Growth Retained at Half-KellyFor a repeatable even-money bet winning with probability 0.60, full Kelly stakes 0.20 of capital. If instead you bet half-Kelly (0.10 of capital), what fraction of the full-Kelly expected log-growth rate do you retain? Give the ratio as a decimal.金融与交易中等数值题未尝试免费5755Kelly With Asymmetric Win and Loss SizesA single bet, if it wins, gains 2 units per unit staked; if it loses, it loses only 0.5 units per unit staked. Win and loss are each 50% likely. What full-Kelly fraction of capital maximizes expected log growth?金融与交易中等数值题未尝试免费5756Growth Rate at a Chosen Overbet FractionA repeatable even-money bet wins with probability 0.60 (full-Kelly fraction is 0.20). A trader instead stakes a fixed 0.30 of capital every round. What is his expected log-growth rate per round, and is it above or below the full-Kelly rate? Give the growth rate as a decimal.金融与交易中等数值题未尝试免费5757Kelly Capped by a Max-Loss LimitA binary bet pays net odds 2-to-1 and you estimate a win probability of 0.60, giving a full-Kelly fraction of 0.40. House policy forbids risking more than 25% of capital on a single position. Since a loss costs the full stake, what fraction should you actually bet, and how is it determined?金融与交易中等数值题未尝试免费