FASCINATION ABOUT PNL

Fascination About pnl

You may as well analyse the skewness and kurtosis from the interval PnL by taking 3rd and 4th times of $Y_t$ respectively. Presumably you are going to conclude that for 2 sequence with equivalent expectation and variance, you will choose the just one with positive skew or reduced kurtosis, but probably not dependant upon the self confidence of the

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