It's also possible to analyse the skewness and kurtosis of the interval PnL by getting third and 4th times of $Y_t$ respectively. Presumably you may conclude that for 2 series with similar expectation and variance, you might like the one particular with beneficial skew or lower kurtosis, but maybe not https://felixpxbgl.ourcodeblog.com/34286795/top-latest-five-pnl-urban-news