PNL CAN BE FUN FOR ANYONE

pnl Can Be Fun For Anyone

You can also analyse the skewness and kurtosis on the time period PnL by taking third and 4th moments of $Y_t$ respectively. Presumably you are going to conclude that for two sequence with similar expectation and variance, you might prefer the 1 with favourable skew or decreased kurtosis, but maybe not according to the self-assurance of the industr

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