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Kurt G.Kurt G. two,38944 silver badges1717 bronze badges $endgroup$ three $begingroup$ Thanks a great deal for taking the time to reply. Thanks to your past equality I recognize that the "faculty scenario" pnl will take into account the functionality in the income expenditure from the profit built alongside how, that is definitely $PnL_1rdelta t$.
These two PnLs never coincide. Which 1 do you think will make far more perception? And is also there a method to attach the two?
Nivel Egres: In the viewpoint of gamma pnl, the only thing that matters could be the transform in the asset price. Frequency is irrelevant - it is possible to rebalance at different time periods or when delta exceeds a threshold or many other issues - it remains to be an approximation of constant integral along with your anticipated P&L will be the same.
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Si los actos que realizas no te llevan por la dirección que deseas, es evidente que deberías intentar tomar otro camino o probar algo diferente, pero a muchas personas les falta esa flexibilidad en el comportamiento y sencillamente insisten en hacer lo mismo una y otra vez.
1 $begingroup$ @KaiSqDist: that might be One more query. The approximation here is connected to the realized volatility. $endgroup$
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At the conclusion of the day, the EV/Avg(PNL) boils down to iv vs rv of inventory. If These two are equivalent, then the EV/PNL will be the exact for both equally traders irrespective of hedging frequency. The only real variation will be the variance of their PNL as explained previously mentioned.
La PNL nos ayuda a entender cómo las personas interpretamos y filtramos la información que percibimos a través de los cinco sentidos.Sin embargo, son muchas las dudas que nos surgen si no conocemos esta práctica: ¿qué es la PNL?
$begingroup$ 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 affected (extra) by IV and why vega pnl isnt impacted (extra) by RV?
Debemos cambiar nuestras estructuras de creencias negativas que nos ponen impedimentos para ir hacia nuestro objetivo.
“La PNL es como la fileísica nuclear de la mente. La fileísica estudia la estructura de la realidad, la naturaleza del mundo. La PNL hace lo mismo con su cerebro. Permite descomponer los fenómenos en las partes constituyentes que determinan su funcionamiento”.