韓同學
2022-05-23 20:19第一題，下面這句話代表了什么，怎么就說明交易策略是搶跑了？on the assumption that a trader seeks liquidity and is executing a large buy order by breaking it into pieces.
所屬：CFA Level II > Portfolio Management 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Essie助教
2022-05-24 11:58
該回答已被題主采納
你好，根據“Bloomfield tells Riley that he noticed trades of 500 shares of BYYP stock were executed every 20 minutes for an hour. Bloomfield saw the same pattern of trading in the stock during the previous trading day. He instructs Riley to submit an order to purchase BYYP shares on the assumption that a trader seeks liquidity and is executing a large buy order by breaking it into pieces. ”
說明了Bloomfield發(fā)現有人在買BYYP的股票，交易模式是每20分鐘交易一次，而且會持續(xù)下去，在對方還沒有交易完之前Bloomfield就要Riley也去下單BYYP，通過下多個小單接受市場的流動性而完成整個大單的交易(也就是你問的這句話)，這個行為屬于搶跑。在對方逐漸交易的過程中，自己也買一些，受益于由交易推動的股價上漲。
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