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来自:CFA > 2025 Level III > Portfolio Construction > Learning Module 6 Trading Costs and Electronic Markets 2025-08-15 10:41
计算均值不需要加权平均吗
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融跃答疑王老师    2025-08-16 09:45

致精进的你:

计算average effective spread是不考虑交易量加权的,Average effective spread = (Effective spread of Trade 1 + Effective spread of Trade 2 + Effective spread of Trade 3)/3.,除以3已经加权了

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