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jaydengu · 2020年02月13日

问一道题:NO.PZ2020020202000001

问题如下:

Which of the following statements regarding the execution algorithms is incorrect?

选项:

A.

POV algorithm trades a predetermined number of shares within the specified time interval.

B.

VWAP algorithms slice the order into smaller amounts to send to the market following a time slicing schedule based on historical intraday volume profiles.

C.

TWAP algorithms slice the order into smaller amounts to send to the market following an equal-weighted time schedule.

解释:

A is correct. VWAP and TWAP algorithms follow a time-specified schedule, trading a predetermined number of shares within the specified time interval, rather than the POV algorithm. The other two statements are both correct.

A为什么错了那?也是占的比例吖,也就是固定的数量

1 个答案

吴昊_品职助教 · 2020年02月13日

POV没有规定在指定的时间交易,VWAP和TWAP trades a predetermined number of shares within the specified time interval. time-specified schedule是一个区分标志。