5 SIMPLE TECHNIQUES FOR PNL

You can even analyse the skewness and kurtosis in the interval PnL by having third and 4th times of $Y_t$ respectively. Presumably you'll conclude that for 2 series with identical expectation and variance, you may like the 1 with constructive skew or decreased kurtosis, but perhaps not based on the self esteem of the industry see, etcetera..Vega an