▲ 29 r/quant
Help needed on a seemingly easy trading brainteaser
Hi all, was posed this trading brainteaser recently.
Assuming you had to buy 10 units of A by end of the month. The benchmark to beat would be the average of the closing price of last 5 trading days of the month.
How should we go about sizing buys and the timing of the buys?
Assume 0 trading cost/slippage and asset class agnostic. Thanks!
u/iammarried5eva — 2 days ago