5 SIMPLE TECHNIQUES FOR PNL

5 Simple Techniques For pnl

You may as well analyse the skewness and kurtosis of your time period PnL by using third and 4th times of $Y_t$ respectively. Presumably you'll conclude that for two sequence with identical expectation and variance, you may like the 1 with beneficial skew or lower kurtosis, but possibly not dependant upon the assurance of the industry perspective,

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