水同學(xué)
2023-06-30 04:44組合課后題P368第12，原文中看不出是搶跑，是怎么判斷出來(lái)的？
所屬：CFA Level II > Portfolio Management 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Simon助教
2023-06-30 09:28
該回答已被題主采納
同學(xué)，上午好。
題干相關(guān)信息：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.
這段的意思是B觀察到在一個(gè)小時(shí)內(nèi)，每20分鐘就會(huì)執(zhí)行500股BYYP股票的交易，推測(cè)出是把大買(mǎi)單拆成小單交易。所以讓R去購(gòu)買(mǎi)BYYP。在別人大買(mǎi)單完成前，買(mǎi)入股票，所以是front running。（實(shí)際上是大單拆小單，在對(duì)方建倉(cāng)過(guò)程中，買(mǎi)入，相當(dāng)于在整個(gè)大買(mǎi)單完成前買(mǎi)入）
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