TOP PNL SECRETS

Top pnl Secrets

You can also analyse the skewness and kurtosis with the time period PnL by using third and 4th moments of $Y_t$ respectively. Presumably you'll conclude that for two sequence with equivalent expectation and variance, you will choose the a person with optimistic skew or decreased kurtosis, but it's possible not dependant upon the self-assurance of t

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