HOW MUCH YOU NEED TO EXPECT YOU'LL PAY FOR A GOOD PNL

And this depends on the rebalancing frequency. But "envisioned P&L" refers to a mean around all probable price paths. So there is not always a contradiction below. $endgroup$Kurt G.Kurt G. 2,38944 silver badges1717 bronze badges $endgroup$ 3 $begingroup$ Many thanks lots for finding the time to reply. Owing to your very last equality I realize that