THE FACT ABOUT PNL THAT NO ONE IS SUGGESTING

The Fact About pnl That No One Is Suggesting

You can also analyse the skewness and kurtosis of your time period PnL by taking third and 4th moments of $Y_t$ respectively. Presumably you can conclude that for two sequence with equivalent expectation and variance, you may desire the just one with constructive skew or reduce kurtosis, but possibly not depending upon the confidence of the market

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