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pseudonym · 2024年01月08日

为什么C选项是错误的?

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NO.PZ202212270100001103

问题如下:

Which of the following improvements is most likely to reduce the opportunity cost of the trade execution?

选项:

A.

Knowing beforehand which broker and/or algorithm is best suited to reduce the time between receipt of the order and market execution.

B.

Knowing the share quantity that is most likely to be executed within a specified price range.

C.

Selecting the proper trading urgency.

解释:

Correct Answer: B

Opportunity cost can be reduced by knowing the order size and share quantity that is most likely to be executed in the market within a specified price range.

Knowing beforehand which broker and/or algorithm is best suited to reduce the time between receipt of the order and market execution could help reduce the delay cost. Selecting the proper trading urgency can reduce the trading cost.

如题,为什么C选项是错误的?

1 个答案

笛子_品职助教 · 2024年01月09日

嗨,爱思考的PZer你好:


C选项,从字面意思看,选择恰当的交易速度可以降低交易成本,这里说的trading cost应该就是广义的交易成本,而不再是我们IS中分解的一部分了。比如,alpha decay比较大的情况下,我们交易得更快,就可以降低交易成本。

这道题本身出的就不是很好,IS的考法多数是以计算形式出现,同学只要掌握知识点即可,不用太过于纠结。

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努力的时光都是限量版,加油!

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