THE 5-SECOND TRICK FOR PNL

The 5-Second Trick For pnl

You may as well analyse the skewness and kurtosis with the period PnL by getting 3rd and 4th times of $Y_t$ respectively. Presumably you'll conclude that for 2 sequence with equivalent expectation and variance, you are going to favor the just one with favourable skew or reduce kurtosis, but maybe not depending upon the assurance of the marketplace

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