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Quantitative Finance · Begrippenlijst

Wat is Intraday P&L, end-of-day mark?

Ook bekend als: intraday P\&L · end-of-day mark

Definition 17.4 Research, Data and Risk Platforms · Hoofdstuk 17 — Position and P&L Services

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.

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