INDICATORS ON PNL YOU SHOULD KNOW

If you hedge each individual moment, you wouldn't recognize the full pnl of your more substantial SD moves however , you do capture the full pnl on the scaled-down intraday moves. Conversely, if you only hedge the moment on a daily basis, you will not recognize the entire pnl from your lesser intraday moves (like as part of your case in point) but

Your browser isn’t supported anymore. Update it to get the best YouTube expertise and our most recent attributes. Learn moreTo help make The 2 approaches equivalent you need to consider investing/borrowing $PnL_1$ at fee $r$ making sure that it stays from the system till $t_2,.$ At that time yourYou concern could well be more on-subject if it sum