PNL CAN BE FUN FOR ANYONE

pnl Can Be Fun For Anyone

You can even analyse the skewness and kurtosis on the period of time PnL by using third and 4th moments of $Y_t$ respectively. Presumably you might conclude that for two collection with equivalent expectation and variance, you'll desire the one with good skew or reduced kurtosis, but probably not based on the self-assurance of the market see, and m

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