THE GREATEST GUIDE TO PNL

The Greatest Guide To pnl

You can even analyse the skewness and kurtosis of your interval PnL by taking 3rd and 4th times of $Y_t$ respectively. Presumably you will conclude that for 2 collection with equivalent expectation and variance, you can favor the one particular with favourable skew or decrease kurtosis, but it's possible not based on the self-confidence of the mark

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