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Amber · 2020年09月29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.

請問老師POV在講義第幾頁 非常謝謝

1 个答案
已采纳答案

吴昊_品职助教 · 2020年09月29日

同学你好:

参考基础班讲义P40页。