LITTLE KNOWN FACTS ABOUT PNL.

Any time you then put in place the portfolio yet again by borrowing $S_ t_1 $ at fee $r$ you are able to realise a PnL at $t_2$ ofHowever, the existence of substantial autocorrelation in the return procedure would hint that we are able to trade using futures/linear products on a intraday horizon which might in all probability (after accounting for