Not known Factual Statements About pnl

You may as well analyse the skewness and kurtosis of the interval PnL by getting 3rd and 4th times of $Y_t$ respectively. Presumably you may conclude that for two sequence with equivalent expectation and variance, you can choose the 1 with optimistic skew or lower kurtosis, but it's possible not according to the assurance of the industry perspectiv

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