Bhandaripulkit
New Member
Hi ,
Just have a curious question in mind , can we use normal distribution for finding out equity profits in future just like we use the same for calculating Var ? can't we analyse the tail on the profit end of normal distribution to find out average returns as we do in expected shortfall ? Is this method used by traders in practice and if not why can't we use the same ?
Just have a curious question in mind , can we use normal distribution for finding out equity profits in future just like we use the same for calculating Var ? can't we analyse the tail on the profit end of normal distribution to find out average returns as we do in expected shortfall ? Is this method used by traders in practice and if not why can't we use the same ?
