PNL CAN BE FUN FOR ANYONE

pnl Can Be Fun For Anyone

You may as well analyse the skewness and kurtosis on the period PnL by getting third and 4th times of $Y_t$ respectively. Presumably you may conclude that for 2 series with identical expectation and variance, you might prefer the a single with beneficial skew or reduced kurtosis, but maybe not depending on the self esteem of the industry check out,

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