FRTB Accelerator Cubes GuideStd Dev Hypothetical PL
| Description | The standard deviation of hypothetical PL |
|---|---|
| Reference | [MARS .] |
| Formula | $$stdev = \sqrt{\frac{\sum (x-\bar{x})^2}{n}}$$ |
The measure is computed based on the Hypothetical PL measure.
See also
- Actual PL
- Hypothetical PL
- Hypothetical PL Lookback
- Hypothetical PL Lookback Rank
- Kolmogorov-Smirnov Test Metric
- Lookback Index
- Mean Ratio
- Mean Unexplained PL
- Spearman Correlation Metric
- Spearman Correlation Metric Denominator
- Spearman Correlation Metric Numerator
- Std Dev Hypothetical PL Lookback Rank
- Std Dev Theoretical PL Lookback Rank
- Theoretical PL
- Theoretical PL Lookback
- Theoretical PL Lookback Rank
- Unexplained PL
- Variance Hypothetical PL
- Variance Ratio
- Variance Unexplained PL
- p-value (Actual)
- p-value (Hypothetical)