PNL CAN BE FUN FOR ANYONE

You can also analyse the skewness and kurtosis with the time period PnL by having third and 4th moments of $Y_t$ respectively. Presumably you might conclude that for 2 series with similar expectation and variance, you might choose the just one with positive skew or reduce kurtosis, but probably not with regards to the self-assurance of the industry

Around any more time frame, There exists hardly ever a statistically major autocorrelation in superior frequency returns. If there was, then the above might be relevant which might dampen the influence.Even so, the existence of important autocorrelation during the return system would trace that we can trade making use of futures/linear products wit