HOW MUCH YOU NEED TO EXPECT YOU'LL PAY FOR A GOOD PNL

It's also possible to analyse the skewness and kurtosis in the interval PnL by having third and 4th moments of $Y_t$ respectively. Presumably you might conclude that for 2 sequence with identical expectation and variance, you may desire the just one with positive skew or reduce kurtosis, but perhaps not based on the assurance of the marketplace wat