I discovered a serious oversight inside of a paper prepared by my professor's earlier student. To whom really should I report my results?

To make the two techniques comparable you should think of investing/borrowing $PnL_1$ at price $r$ to ensure that it stays inside the method till $t_2,.$ At the moment your

$begingroup$ The pnl calculation is done in 2 techniques. By definition, you benefit your portfolio as of these days, you worth your portfolio as of yesterday, and the real difference are going to be your pnl.

so That which you lose on high quality payment you attain in your gamma buying and selling account and you crack even as you assume!

Trader A has designed some significant PnL, meanwhile Trader B comes out with almost nothing in the least and his missed out on volatility through the trading working day which he could've profited off of experienced he been continually hedging as opposed to just once a day.

So, can it be accurate to mention then delta-hedging rebalancing frequency straight affects the level of P&L then? $endgroup$

La PNL es un modelo que busca entender cómo las personas estructuran sus experiencias subjetivas y cómo pueden modificar sus patrones de pensamiento y comportamiento para alcanzar pnl sus objetivos.

I'm especially thinking about how the "cross-outcomes"* in between delta and gamma are managed and would love to see a simple numerical case in point if which is possible. Many thanks upfront!

Los atletas y entrenadores también utilizan la PNL para mejorar el rendimiento deportivo. Las técnicas de PNL pueden ayudar a los atletas a desarrollar una mentalidad más fuerte, superar el miedo al fracaso y mejorar su concentración y enfoque.

I ought to possibly mention that I did not say which approach is proper. Just planned to give The rationale why They are really distinctive.

nbbo2nbbo2 12k33 gold badges2323 silver badges3737 bronze badges $endgroup$ 5 $begingroup$ Thank you a great deal. You calculations are very good described! $endgroup$

Observaron que estos terapeutas 10ían habilidades excepcionales para comunicarse y generar cambios en sus clientes, y buscaron identificar los patrones subyacentes que explicaban su éxito.

La PNL también se aplica en el campo de la educación para mejorar el aprendizaje y la enseñanza. Los educadores pueden utilizar técnicas de PNL para crear un ambiente de aprendizaje más efectivo, mejorar la comunicación con los estudiantes y ayudar a los estudiantes a desarrollar estrategias de aprendizaje más efectivas.

Nonetheless, the existence of major autocorrelation within the return method would hint that we can easily trade using futures/linear merchandise with a intraday horizon which would almost certainly (just after accounting for liquidity and theta) show far more financially rewarding to trade compared to delta hedging tactic.