The pnl Diaries
The pnl Diaries
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El reencuadre es una técnica que se utiliza para cambiar la forma en que una persona percibe una situación. Por ejemplo, si alguien está preocupado por un error que cometió en el trabajo, el reencuadre podría implicar ver el error como una oportunidad de aprendizaje en lugar de un fracaso.
Me parece que en couching podrían enseñarte pues como lo dicen al final no es una teoría pero podría ayudar a formar un sistema que solo tu entiendas por esa razón no creo que lo impartan como tal el alguna Escuela, probablemente lo vean en algún semestre de psicología, antropología, y todas aquellas que se enfoquen en el humano y su pensamiento 0
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$begingroup$ In Fastened Revenue, I know that bonds PnL are evaluated determined by wherever the value lies on cost/generate curve at the end of the working day, in comparison with in which it started from at commencing on the day.
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When there is autocorrelation during the intraday return process that you choose to hedge at (that will in turn impact everyday annualised volatility), then your P/L is unquestionably impacted by your selection of hedging interval.
$begingroup$ It's in truth. It can be Specially interesting in a very portfolio in which you can be hedging some risks and trying to keep Other people. $endgroup$
And so the considered below is the fact a trader who delta-hedges just about every moment, and also a trader who hedges every single end of working day at current market shut, will both hold the identical predicted financial gain at choice expiry and only their PnL smoothness/variance will differ. Let us place this into the take a look at.
ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Thanks for serving to, but does that mean theta pnl only partly offsets Gamma pnl and not entirely whether or not implied vol = realized vol? For the reason that assuming interest charges are zero, there is no other source of producing money. $endgroup$
Una vez fijado nuestro objetivo, debemos revisar nuestras creencias y valores. Aquello que tenemos profundamente arraigado en nosotros mismos y que nos impide alcanzar nuestros sueños.
$begingroup$ Should you evaluate just just one illustration, it may look like the frequency of hedging directly results the EV/Avg(Pnl), like in the problem you explained exactly where hedging just about every moment proved website to be far more financially rewarding.
P&L would be the day-in excess of-day transform in the value of a portfolio of trades commonly calculated making use of the subsequent method: PnL = Value currently − Worth from Prior Working day
$begingroup$ I have a time number of $pnl of a technique and practically nothing else. Am i able to use it to come up with some kind of a effectiveness measure adjusted for hazard? Is $$ frac normal($pnl) sigma($pnl) $$ Okay to employ right here? Are there means of improving it? Can it be identical as sharpe ratio?