3 ms·
It would be nice to understand what you're trying to find here. What are the constraints? Do I have to start and end with a neutral position? Am I allowed to s
by scaredginger 4y ago
It would be nice to understand what you're trying to find here. What are the constraints?
Do I have to start and end with a neutral position?
Am I allowed to short; i.e. do I have to buy before I sell?
What are the limits on liquidity?
Do I have unlimited access to margin?
Is there a limit on holding time?
Are there any borrowing costs?
Are there any transaction costs?
All these should be addressed in the problem definition
- taeric 4y agoAh, apologies. I will try to get that added today Basic answer is that you can only have one outstanding buy, and must end with no open trade. My understanding is this is/was a common interview style question.
- derriz 4y agoYour terminology is confusing as I think you’re using technical terms (“trade”, “open”, etc) in a way that does not reflect their usual meaning. A “trade” generally refers to an event not state, while I think you want to refer to “position” which is a component of trading state. E.g. by “ending with no open trade”, you mean ending with no position or “flat”.
- taeric 4y agoThat makes sense. I thought I lifted the words from others, such that I didn't think I was making up any terms. Will try to scrub all terms and describe things directly.