I discovered a serious miscalculation within a paper penned by my professor's preceding college student. To whom must I report my findings?

La gente varía mucho a la hora de darse cuenta de lo que ve, escucha o siente. Hay personas que se dedican a observar más su entorno, mientras que otras se fijan más en sus propias emociones y pensamientos.

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He intentado buscar las “evidencias” que respaldan estas presuposiciones, pero solo he encontrado una explicación a cada una de ellas.

How is this true while? Delta-hedging frequency provides a direct effect on your PnL, and not merely the smoothness of it.

La PNL se puede definir como un conjunto de herramientas y técnicas que permiten a las personas comprender y modificar sus patrones de pensamiento, emociones y comportamientos. El término “Programación” se refiere a la concept de que nuestras experiencias y comportamientos son el resultado de programas mentales que hemos aprendido a lo largo de nuestra vida.

one $begingroup$ @KaiSqDist: that would be An additional problem. The approximation Here's related to the understood volatility. $endgroup$

$begingroup$ In Black Scholes framework, assuming zero desire rates and realized volatility to be same as implied volatility, gamma pnl is exactly same and reverse of theta pnl.

Therefore the thought below is a trader who delta-hedges every moment, in addition to a trader who hedges each and every conclusion of working day at market near, will each possess the identical predicted financial gain at selection expiry and only their PnL smoothness/variance will differ. Let's set this into the check.

– Will Commented Nov 24, 2024 at 22:fifteen $begingroup$ I'm not an accountant but I think that these queries have a lot more to accomplish with conventions and getting steady to be able to tell if, say, last year's PnL was much better or worse than this calendar year's. There is most likely no scientific solution to derive a "appropriate" approach.

For sensible levels of spreads and curiosity charges, we can easily approximate the CS01 With all the time to maturity. This could let you work out a quick approximation of more info the PnL utilizing the facts you have.

$begingroup$ Why does Gamma Pnl have exposure to realised volatility, but Vega Pnl only has publicity to implied volatility? I am bewildered concerning why gamma pnl is affected (far more) by IV and why vega pnl isnt affected (more) by RV?

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 basic ha sido eliminada, y el resto ha sido generalizado o distorsionado.

On the other hand, the existence of significant autocorrelation inside the return system would hint that we can easily trade making use of futures/linear solutions with a intraday horizon which might likely (after accounting for liquidity and theta) prove more successful to trade compared to the delta hedging approach.