PNL CAN BE FUN FOR ANYONE

pnl Can Be Fun For Anyone

You can also analyse the skewness and kurtosis of your time period PnL by having 3rd and 4th moments of $Y_t$ respectively. Presumably you will conclude that for two collection with equivalent expectation and variance, you'll want the a person with constructive skew or reduce kurtosis, but possibly not depending upon the self-assurance of the marke

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