THE 2-MINUTE RULE FOR PNL

The 2-Minute Rule for pnl

You may also analyse the skewness and kurtosis on the time period PnL by getting third and 4th moments of $Y_t$ respectively. Presumably you may conclude that for 2 collection with identical expectation and variance, you may favor the one particular with positive skew or decrease kurtosis, but maybe not depending on the self esteem of the industry

read more