PNL CAN BE FUN FOR ANYONE

pnl Can Be Fun For Anyone

You may also analyse the skewness and kurtosis from the period PnL by taking 3rd and 4th moments of $Y_t$ respectively. Presumably you'll conclude that for 2 series with equivalent expectation and variance, you might prefer the a person with constructive skew or reduce kurtosis, but probably not based on the self-confidence of the market perspectiv

read more