5 SIMPLE TECHNIQUES FOR PNL

5 Simple Techniques For pnl

You can also analyse the skewness and kurtosis from the interval PnL by taking 3rd and 4th moments of $Y_t$ respectively. Presumably you can conclude that for two series with identical expectation and variance, you are going to like the 1 with constructive skew or lessen kurtosis, but possibly not based on the self confidence of the industry watch,

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