A SECRET WEAPON FOR PNL

A Secret Weapon For pnl

You may as well analyse the skewness and kurtosis from the interval PnL by using 3rd and 4th times of $Y_t$ respectively. Presumably you are going to conclude that for 2 series with identical expectation and variance, you are going to want the one with constructive skew or decrease kurtosis, but it's possible not dependant upon the confidence of th

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