NOT KNOWN DETAILS ABOUT PNL

Not known Details About pnl

You can also analyse the skewness and kurtosis of the time period PnL by using 3rd and 4th moments of $Y_t$ respectively. Presumably you are going to conclude that for 2 sequence with identical expectation and variance, you are going to choose the one with optimistic skew or lower kurtosis, but it's possible not according to the self confidence of

read more