PNL THINGS TO KNOW BEFORE YOU BUY

pnl Things To Know Before You Buy

You can also analyse the skewness and kurtosis of the period of time PnL by taking third and 4th times of $Y_t$ respectively. Presumably you'll conclude that for two sequence with equivalent expectation and variance, you'll choose the one with constructive skew or reduce kurtosis, but probably not according to the self confidence of the market look

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