A Review Of pnl

You can also analyse the skewness and kurtosis of the period of time PnL by taking 3rd and 4th times of $Y_t$ respectively. Presumably you will conclude that for two sequence with identical expectation and variance, you are going to want the one with constructive skew or decreased kurtosis, but perh
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15