Not known Factual Statements About pnl
When you hedge each individual minute, you wouldn't understand the full pnl from the much larger SD moves but you do seize the complete pnl of your scaled-down intraday moves. Conversely, if you only hedge the moment each day, you will not comprehend the total pnl within the scaled-down intraday moves (like as part of your instance) but you'd proba