Intraday P&L is the P&L of positions marked at current market prices during the day, for monitoring and limits. The end-of-day mark is the price at which positions are valued for the day’s official P&L and books, usually the official closing price, set by the valuation policy rather than by the last print the strategy happened to see.
Quantitative Finance · Begrippenlijst
Wat is Intraday P&L, end-of-day mark?
Ook bekend als: intraday P\&L · end-of-day mark