An Unbiased View of pnl
And this depends on the rebalancing frequency. But "anticipated P&L" refers to a median about all doable price tag paths. So There may be not essentially a contradiction in this article. $endgroup$Kurt G.Kurt G. 2,38944 silver badges1717 bronze badges $endgroup$ 3 $begingroup$ Thanks a great deal for taking the time to reply. Owing to your previous