Above any more time period, You can find infrequently a statistically considerable autocorrelation in superior frequency returns. If there was, then the above mentioned can be relevant which might dampen the influence. $begingroup$ Assuming you are Operating for any lender, there are actually 3 distinct P&Ls depending on the purpose/ https://marioioswa.glifeblog.com/33041938/everything-about-pnl