Not known Factual Statements About pnl

It's also possible to analyse the skewness and kurtosis on the period of time PnL by using third and 4th moments of $Y_t$ respectively. Presumably you will conclude that for 2 collection with similar expectation and variance, you will want the 1 with favourable skew or reduced kurtosis, but possibly not depending upon the confidence of the market w

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