A SECRET WEAPON FOR PNL

A Secret Weapon For pnl

You can also analyse the skewness and kurtosis from the interval PnL by using 3rd and 4th times of $Y_t$ respectively. Presumably you may conclude that for two sequence with equivalent expectation and variance, you'll desire the one with constructive skew or lessen kurtosis, but probably not depending upon the self confidence of the industry view,

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