第 1 / 3 页
非代码面试题
显示 20 / 56 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
4116Implementation Shortfall Arithmetic 1A buy order benchmarks performance to the arrival price 24. It fills in slices 30000@24.03, 20000@24.06, and exchange/commission fees are 0.004 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4117Implementation Shortfall Arithmetic 2A sell order benchmarks performance to the arrival price 51.2. It fills in slices 25000@51.16, 15000@51.1, and exchange/commission fees are 0.003 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4118Implementation Shortfall Arithmetic 3A buy order benchmarks performance to the arrival price 18.5. It fills in slices 40000@18.52, 10000@18.57, and exchange/commission fees are 0.0025 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4119Implementation Shortfall Arithmetic 4A sell order benchmarks performance to the arrival price 76. It fills in slices 20000@75.95, 30000@75.9, and exchange/commission fees are 0.005 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4120Implementation Shortfall Arithmetic 5A buy order benchmarks performance to the arrival price 102.4. It fills in slices 10000@102.46, 15000@102.5, 5000@102.57, and exchange/commission fees are 0.004 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4121Spread-Impact Decomposition 1A buy slice arrives when the mid is 50. Crossing the spread costs 0.02 dollars per share, temporary impact is 0.03, and permanent impact is estimated at 0.01. What are the expected average fill price and the post-trade mid immediately after the market digests the permanent impact?金融与交易中等数值题未尝试面试订阅4122Spread-Impact Decomposition 2A sell slice arrives when the mid is 32.5. Crossing the spread costs 0.015 dollars per share, temporary impact is 0.025, and permanent impact is estimated at 0.008. What are the expected average fill price and the post-trade mid immediately after the market digests the permanent impact?金融与交易中等数值题未尝试面试订阅4123Spread-Impact Decomposition 3A buy slice arrives when the mid is 80.2. Crossing the spread costs 0.03 dollars per share, temporary impact is 0.04, and permanent impact is estimated at 0.015. What are the expected average fill price and the post-trade mid immediately after the market digests the permanent impact?金融与交易中等数值题未尝试面试订阅4126Square-Root Impact Scaling 1A desk uses a square-root impact rule: cost in bps scales with sqrt(Q/ADV). A trade of 1.00\% of ADV costs 8 bps. What impact cost would the same model predict for a trade of 4.00\% of ADV?金融与交易简单数值题未尝试面试订阅4131VWAP Schedule in a Liquidity-U-Shaped DayYou need to buy 6% of daily volume in a liquid index future by the close, and the PM is benchmarked strictly to day-long VWAP rather than arrival. Which schedule is the most natural starting point?金融与交易中等derivation未尝试面试订阅4132Alpha Decay and Front-LoadingA signal is expected to decay within the next 20 minutes, and waiting is more expensive than crossing a bit more spread now. Should the schedule become more or less front-loaded?金融与交易中等derivation未尝试面试订阅4133Low-Signal Passive LiquidationYou need to liquidate a medium-size position over several days with no urgent alpha and strong concern about footprint. Which scheduling style is the better default: high-POV aggression or a lower-participation passive schedule?金融与交易中等derivation未尝试面试订阅4134Closing Auction Use CaseA benchmarked portfolio must minimize tracking error to the official close, and the stock has deep closing-auction liquidity. Which venue or schedule component becomes especially attractive?金融与交易中等derivation未尝试面试订阅4135Participation Cap in Thin NamesIn a thin name, why might a trader impose a strict maximum participation rate even when the order is behind schedule?金融与交易中等derivation未尝试面试订阅4136Why Quoted Spread Understates True CostWhy can quoted spread be a poor summary of true execution cost for a real institutional order?金融与交易中等essay未尝试面试订阅4137Why Passive Orders Can Still Lose MoneyWhy is it wrong to think that passive orders are always cheap just because they do not cross the spread?金融与交易中等essay未尝试面试订阅4138Why Impact Models Need a Urgency TermWhy is an execution problem incomplete if it models market impact but ignores alpha decay or urgency?金融与交易中等essay未尝试面试订阅4139Why Dark Liquidity Is Not Free LiquidityWhy can dark-pool access reduce displayed footprint and still fail to lower true cost much?金融与交易中等essay未尝试面试订阅5366Effective Spread From Trade Price 1The NBBO is 99.98 bid / 100.02 ask, and a buyer-initiated trade prints at 100.015. What is the effective spread in price terms and in basis points of the prevailing midpoint?金融与交易简单数值题未尝试面试订阅5367Effective Spread From Trade Price 2The NBBO is 49.95 bid / 50.05 ask, and a seller-initiated trade prints at 49.97. What is the effective spread in price terms and in basis points of the prevailing midpoint?金融与交易简单数值题未尝试面试订阅