THE SINGLE BEST STRATEGY TO USE FOR PNL

In this case, after we evaluate vol in lesser 30 min increments, we can see it really is substantially distinctive than vol measured on near to shut prices. Equally traders purchase the straddle over a 1 vol as an example, who do you think that might be much better off? The one who hedges many instances a day or the one who hedges the moment at the

Useful really. So how exactly does a bank use these daily PnL calculations? After all the prices will swing everyday and there'll be both profit or decline According to the calculation. So, So how exactly does a financial institution use these everyday PnL calculations? $endgroup$Column 9: Impact of cancellation / amendment – PnL from trades canc