NOT KNOWN DETAILS ABOUT PNL

Not known Details About pnl

You may as well analyse the skewness and kurtosis of your interval PnL by getting 3rd and 4th moments of $Y_t$ respectively. Presumably you may conclude that for 2 series with identical expectation and variance, you are going to prefer the one with favourable skew or lower kurtosis, but probably not according to the assurance of the marketplace per

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