5 SIMPLE TECHNIQUES FOR PNL

5 Simple Techniques For pnl

You may as well analyse the skewness and kurtosis with the time period PnL by having 3rd and 4th moments of $Y_t$ respectively. Presumably you might conclude that for 2 series with similar expectation and variance, you'll prefer the a single with favourable skew or decrease kurtosis, but maybe not depending on the assurance of the marketplace look

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