NOT KNOWN FACTUAL STATEMENTS ABOUT PNL

Not known Factual Statements About pnl

In case you hedge every single minute, you wouldn't know the full pnl of your much larger SD moves however, you do capture the complete pnl of your scaled-down intraday moves. Conversely, if You simply hedge after a day, you won't understand the total pnl through the scaled-down intraday moves (like in your instance) but you'd probably in return re

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