THE 5-SECOND TRICK FOR PNL

The 5-Second Trick For pnl

You can also analyse the skewness and kurtosis of the interval PnL by taking third and 4th moments of $Y_t$ respectively. Presumably you'll conclude that for two collection with similar expectation and variance, you are going to like the one with good skew or decrease kurtosis, but it's possible not dependant upon the confidence of the market look

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