A SECRET WEAPON FOR PNL

A Secret Weapon For pnl

You may as well analyse the skewness and kurtosis of your period of time PnL by having 3rd and 4th times of $Y_t$ respectively. Presumably you'll conclude that for 2 collection with identical expectation and variance, you may prefer the just one with good skew or reduced kurtosis, but probably not according to the assurance of the industry see, etc

read more