Detailed Notes on pnl

Detailed Notes on pnl

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Si intentas una manera de abordar un problema y no obtienes los resultados que esperabas, intenta algo diferente, y sigue variando tu comportamiento hasta que consigas la respuesta que estabas buscando.

So So how exactly does delta-hedging frequency just impact the smoothness and variance of PnL if we could clearly see it impacts PnL alone in this example?

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$begingroup$ Not sure it is a legitimate dilemma! Gamma p/l is by definition the p/l because of recognized volatility becoming distinctive from implied.

$begingroup$ Under the assumptions of GBM - particularly that periodic returns are unbiased of each other - then hedging frequency will have 0 impact on the anticipated P/L after a while.

En una adicción o un mal comportamiento siempre hay una intención positiva, por tanto encontrando la raíz de ese problema y exteriorizando la intención positiva, se puede pasar de fumar durante 15 años a no tener esa necesidad.

Los atletas y entrenadores también utilizan la PNL para mejorar el rendimiento deportivo. Las técnicas de PNL pueden ayudar a los atletas a desarrollar una mentalidad más fuerte, superar el miedo al fracaso y mejorar su concentración y enfoque.

At the conclusion of the day, the EV/Avg(PNL) boils right down to iv vs rv of inventory. If Individuals two are equivalent, then the EV/PNL will be the same for both equally traders irrespective of hedging frequency. The only variance would be the variance of their PNL as described earlier mentioned.

Esto en realidad puede llevar a graves dificultades a la hora de elaborar un pnl mensaje, ya que centrarnos en las reacciones o estar en alerta ante posibles consecuencias, no es algo que vaya aportar calidad a la comunicación.

$begingroup$ Why does Gamma Pnl have publicity to realised volatility, but Vega Pnl only has exposure to implied volatility? I'm puzzled regarding why gamma pnl is impacted (extra) by IV and why vega pnl isnt influenced (more) by RV?

Now that's an important variety (that will get documented, and so forth.) but that doesn't offer you a lot of knowledge on what generated that pnl. The next step is to move each variable that would have an effect on your pnl to measure the contribution that a adjust in this variable has on the full pnl.

$begingroup$ Fairly naturally The 2 PnLs usually do not always coincide. Inside the "faculty situation" you don't contact the portfolio at $t_1=t+delta t$ and liquidate it only at $t_2=t+2delta t,.