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Liu 007 · 2025年03月06日

NO.2020042003000026

解析错误 C选项,应为是每天清仓1/N,才对啊,为什么是more than 1/N
1 个答案

pzqa39 · 2025年03月06日

嗨,爱思考的PZer你好:


当一个仓位需要在n天内平仓时,第一天应该交易超过1/n的仓位。这是因为持有任何部分仓位的时间越长,市场不利变动的风险就越大。

在基础班讲义上有这个例子,可以再听下基础班视频,老师有详细的讲解

section2 Liquidity Trading Risk


另外做题的时候如果有疑问,可以点击问答而不是上报错误,这样回复起来更高效~

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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