Trader A has manufactured some hefty PnL, In the meantime Trader B arrives out with absolutely nothing in any way and his skipped out on volatility during the buying and selling working day which he could've profited off of had he been continually hedging as an alternative to just at the time each day.$begingroup$ I estimate day-to-day pnl on the C
pnl Options
About any more time period, there is rarely a statistically sizeable autocorrelation in substantial frequency returns. If there was, then the above mentioned would be relevant which would dampen the result.the identified threat things are without a doubt ample to materially clarify the predicted benefit alter in the situation and, if (two) the desi