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Aliciaguo · 2020年06月08日

问一道题:NO.PZ201909300100000101

* 问题详情,请 查看题干

问题如下:

1 Which of Yellow’s statements regarding the factors affecting the selection of a trading strategy is correct?

选项:

A.

Statement 1

B.

Statement 2

C.

Statement 3

解释:

A is correct.

Greater trade urgency results in lower execution risk because the order is executed over a shorter period of time, which decreases the time the trade is exposed to price volatility and changing market conditions. In contrast, lower trade urgency results in higher execution risk because the order is executed over a longer period of time, which increases the time the trade is exposed to price volatility and changing market conditions.

老师能否讲解一下C选项,为什么是错的?谢谢

1 个答案
已采纳答案

吴昊_品职助教 · 2020年06月09日

statement3,high rate of alpha decay,说明alpha衰减的速度很快,那么要抓住转瞬即逝的alpha,就需要更快速地进行交易,交易得更为激进,而不是less aggressive。所以statement 3正好说反了,不正确。