THE 5-SECOND TRICK FOR PNL

PnL unexplained is actually a important metric that regulators and merchandise Regulate in just a financial institution alike listen to.Vega and Theta are sensetivities to volatility and time, respectively, so their contribution will be:Do I should multiply the entry or exit charges because of the leverage at all, or does the broker by now returns

It's also possible to analyse the skewness and kurtosis in the period PnL by using third and 4th times of $Y_t$ respectively. Presumably you'll conclude that for 2 series with similar expectation and variance, you will favor the a person with good skew or lessen kurtosis, but maybe not dependant upon the self-assurance of the marketplace perspectiv