NOT KNOWN FACTS ABOUT PNL

Which depends on the rebalancing frequency. But "predicted P&L" refers to a mean more than all probable cost paths. So There may be not necessarily a contradiction listed here. $endgroup$Kurt G.Kurt G. 2,38944 silver badges1717 bronze badges $endgroup$ 3 $begingroup$ Many thanks a lot for taking the time to answer. As a result of your past equality