THE GREATEST GUIDE TO PNL

The Greatest Guide To pnl

You can also analyse the skewness and kurtosis from the period of time PnL by getting third and 4th moments of $Y_t$ respectively. Presumably you may conclude that for 2 series with similar expectation and variance, you will like the one with constructive skew or lessen kurtosis, but maybe not depending on the self esteem of the market perspective,

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