首页 | 学习中心 | 注册 登录
返回列表 发帖
LBriscoe

Rank: 2

UID
222257 
帖子
253 
主题
53 
注册时间
2011-7-2 
最后登录
2013-9-12 
1# 跳转到 » 倒序看帖
打印
tT
发表于 2011-7-11 19:12 | 显示全部帖子

Effective Spread

difference, execution, effective, between
Can someone explain the logic of the effective spread calculation. Mainly, why do we multiply the difference between the execution price and midquote by 2? and then compare it to the quoted spread?
收藏 分享

返回列表