PNL CAN BE FUN FOR ANYONE

pnl Can Be Fun For Anyone

You may as well analyse the skewness and kurtosis of the interval PnL by taking 3rd and 4th moments of $Y_t$ respectively. Presumably you will conclude that for two sequence with similar expectation and variance, you can choose the just one with optimistic skew or reduced kurtosis, but maybe not with regards to the self-confidence of the marketplac

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