HOW MUCH YOU NEED TO EXPECT YOU'LL PAY FOR A GOOD PNL

Should you hedge each minute, You would not realize the complete pnl in the greater SD moves however , you do capture the entire pnl in the smaller intraday moves. Conversely, if You simply hedge as soon as on a daily basis, you won't recognize the total pnl within the more compact intraday moves (like inside your case in point) but you'll in retur

Which is dependent upon the rebalancing frequency. But "predicted P&L" refers to a mean more than all possible cost paths. So There is certainly not always a contradiction listed here. $endgroup$La gente varía mucho a la hora de darse cuenta de lo que ve, escucha o siente. Hay personas que se dedican a observar más su entorno, mientras que otras