THE GREATEST GUIDE TO PNL

The Greatest Guide To pnl

You can even analyse the skewness and kurtosis of your period PnL by having third and 4th moments of $Y_t$ respectively. Presumably you may conclude that for 2 collection with equivalent expectation and variance, you are going to like the 1 with beneficial skew or lower kurtosis, but possibly not according to the self-assurance of the marketplace p

read more