题目5807 · 金融与交易
Edge In Ticks To Dollars
A futures market maker captures an edge of 0.75 ticks per contract on a fill. Each tick is worth 12.50 dollars per contract and the fill is for 8 contracts. What is the dollar edge on this fill?
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中文题目题目6008 · 概率
Which of Three Feeds Ticks First
Three independent market-data feeds emit ticks as Poisson processes with rates $5$, $8$, and $2$ ticks per second. What is the probability that the very next tick across all feeds comes from the rate-$8$ feed?
打开 →题目3017 · 概率
Exchange A Sends the Next Tick First
Exchange a ticks and Exchange B ticks arrive as independent Poisson processes with rates $\lambda_A=9$ and $\lambda_B=3$ per hour. What is the probability that the next arrival in the merged stream comes from stream A?
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