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La PNL no aspira a ser ninguna teoría, sino que es un modelo que estudia los factores que influyen en nuestra forma de pensar, de comunicarnos y de comportarnos. Describe el funcionamiento de un sistema.

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$begingroup$ Not sure this is a legitimate dilemma! Gamma p/l is by definition the p/l as a consequence of understood volatility staying unique from implied.

A PnL stated report will often consist of one particular row for each trade or group of trades and should have at a minimum these columns:

Nos dicen que la información restante se basa en nuestras experiencias, valores y creencias pasadas. Con lo que nos acabamos quedando resulta incompleto e inexacto, ya que parte de la información common ha sido eliminada, y el resto ha sido generalizado o distorsionado.

Column 5: Affect of selling prices – This can be the transform in the value of a portfolio because of modifications in commodity or equity/stock prices

As mentioned I usually do not Imagine 1 approach is a lot more exact, but a technique may very well be necessary or proposed by marketplace requirements or laws.

Si intentas una manera de abordar un problema y no obtienes los resultados que esperabas, intenta algo diferente, y sigue variando tu comportamiento hasta que consigas la respuesta que estabas buscando.

– Will Commented Nov 24, 2024 at 22:15 $begingroup$ I am not an accountant but I believe that these issues have a lot more to accomplish with conventions and staying steady to be able to convey to if, say, past 12 months's PnL was greater or even worse than this year's. There might be no scientific approach to derive a "accurate" read more system.

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nbbo2nbbo2 12k33 gold badges2323 silver badges3737 bronze badges $endgroup$ 5 $begingroup$ Thanks greatly. You calculations are very good defined! $endgroup$

However, the gamma PnL is compensated to you personally around the aspect, not on the choice quality, but in the trading routines from the underlying you perform your hedging account.

$begingroup$ In Black Scholes framework, assuming zero curiosity costs and recognized volatility for being very same as implied volatility, gamma pnl is exactly identical and opposite of theta pnl.