EXAMINE THIS REPORT ON PNL

Examine This Report on pnl

You can even analyse the skewness and kurtosis of the interval PnL by using 3rd and 4th moments of $Y_t$ respectively. Presumably you will conclude that for two collection with similar expectation and variance, you may choose the one with constructive skew or reduced kurtosis, but perhaps not according to the confidence of the market perspective, e

read more