NO.PZ2020042003000026 问题如下 To unwina large position, whiof thefollowing statements is NOT correct? If the position is unwounuickly, the trar will falarge bioffer sprea, but the potentilossfrom the mimarket primoving against the trar is small. When cing how to liquite a largeposition over n-y perio a trar might reasonably wish to minimize VaRafter trang costs have been consire When a position is to closeout over nys, more th1/n of the position shoultraon the first y whenunwina large position over n ys, the Vconfinlevel is recethe amounts traper y show more variability. 考点对Liquity Trang Risk的理解答案述错误,因此本题选解析关于正确的表述为theVConfinlevel is rece the amounts traper y show lessvariability.也就是当Confinlevel降低时,每日“最优交易量”之间的差距会变小。 看了那么多,也不明白答疑老师在说什么
NO.PZ2020042003000026 问题如下 To unwina large position, whiof thefollowing statements is NOT correct? If the position is unwounuickly, the trar will falarge bioffer sprea, but the potentilossfrom the mimarket primoving against the trar is small. When cing how to liquite a largeposition over n-y perio a trar might reasonably wish to minimize VaRafter trang costs have been consire When a position is to closeout over nys, more th1/n of the position shoultraon the first y whenunwina large position over n ys, the Vconfinlevel is recethe amounts traper y show more variability. 考点对Liquity Trang Risk的理解答案述错误,因此本题选解析关于正确的表述为theVConfinlevel is rece the amounts traper y show lessvariability.也就是当Confinlevel降低时,每日“最优交易量”之间的差距会变小。 confinlevel下降,意味着VaR下降,也就是交易的时间比较短,所以会尽快交意完,交易量之间变化也会小?交易量这个是怎么判断的呢
NO.PZ2020042003000026问题如下 To unwina large position, whiof thefollowing statements is NOT correct? If the position is unwounuickly, the trar will falarge bioffer sprea, but the potentilossfrom the mimarket primoving against the trar is small. When cing how to liquite a largeposition over n-y perio a trar might reasonably wish to minimize VaRafter trang costs have been consire. When a position is to closeout over nys, more th1/n of the position shoultraon the first ywhenunwina large position over n ys, the Vconfinlevel is recethe amounts traper y show more variability. 考点对Liquity Trang Risk的理解答案述错误,因此本题选解析关于正确的表述为theVConfinlevel is rece the amounts traper y show lessvariability.也就是当Confinlevel降低时,每日“最优交易量”之间的差距会变小。 mimarket primoving against trar 什么意思?
NO.PZ2020042003000026问题如下 To unwina large position, whiof thefollowing statements is NOT correct? If the position is unwounuickly, the trar will falarge bioffer sprea, but the potentilossfrom the mimarket primoving against the trar is small. When cing how to liquite a largeposition over n-y perio a trar might reasonably wish to minimize VaRafter trang costs have been consire. When a position is to closeout over nys, more th1/n of the position shoultraon the first ywhenunwina large position over n ys, the Vconfinlevel is recethe amounts traper y show more variability. 考点对Liquity Trang Risk的理解答案述错误,因此本题选解析关于正确的表述为theVConfinlevel is rece the amounts traper y show lessvariability.也就是当Confinlevel降低时,每日“最优交易量”之间的差距会变小。 每日最优交易量是怎么得到的?