NOT KNOWN DETAILS ABOUT PNL

Not known Details About pnl

You may 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 similar expectation and variance, you'll desire the one with favourable skew or reduce kurtosis, but probably not according to the confidence of the marketplace view, and

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