THE ULTIMATE GUIDE TO PNL

$ During the "operate case" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation somewhat)Picture this trade is usually a CFD or possibly a forex with USDEUR. I make use of a leverage of 50 for get. How really should I include things like this leverage in just my PnL calculations?You may also analyse the skewnes

For those who hedge just about every minute, You would not comprehend the total pnl of your greater SD moves however, you do capture the full pnl of the more compact intraday moves. Conversely, if you only hedge when on a daily basis, you won't notice the entire pnl in the smaller sized intraday moves (like with your example) but you would in retur