A SECRET WEAPON FOR PNL

A Secret Weapon For pnl

It's also possible to analyse the skewness and kurtosis with the period of time PnL by taking 3rd and 4th times of $Y_t$ respectively. Presumably you will conclude that for two sequence with equivalent expectation and variance, you might like the just one with optimistic skew or reduce kurtosis, but possibly not based on the assurance of the market

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