PNL CAN BE FUN FOR ANYONE

pnl Can Be Fun For Anyone

You may also analyse the skewness and kurtosis with the time period PnL by having 3rd and 4th moments of $Y_t$ respectively. Presumably you might conclude that for 2 series with identical expectation and variance, you might like the a single with beneficial skew or reduce kurtosis, but possibly not depending on the self esteem of the market watch,

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