u/iammarried5eva

▲ 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!

reddit.com
u/iammarried5eva — 2 days ago