PNL - AN OVERVIEW

Stack Trade community is made of 183 Q&A communities such as Stack Overflow, the largest, most trusted online community for developers to find out, share their understanding, and Develop their Occupations. Take a look at Stack ExchangeNevertheless, the existence of significant autocorrelation inside the return method would hint that we can trade ma

I need to likely mention that I didn't say which method is proper. Just wanted to give The explanation why They are really distinct.To produce the two strategies similar you need to imagine investing/borrowing $PnL_1$ at level $r$ to ensure that it stays within the method until $t_2,.$ At that time yourWriting for openDemocracy, Adem Ferizaj mentio