The bid-ask spread indicates the cost of instantaneous reversal of a given position for a standard trading amount, or “clip.”
谁能解释下bid-ask spread 为什么有这个作用？
谢谢
because ask price is the price the seller is willing to sell and bid price is the price the buyer is willing to pay... for any trading you could do reveral transaction w/o changing your positions/exposures.
2#uc_sjtu再次感谢uc_sjtu的热心解答。
自相关系数为负，当然就有了做反向交易的可能。
能不能解释下 reversal of a given position里面的position：如果是多，如何根据bid-ask spread来得到立即做空的成本？最好举个例子。
还是没能理解bid-ask spread和cost of reversal of a given position之间的关系
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