$ In the "work situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tiny bit) Even so, the existence of important autocorrelation inside the return approach would trace that we can trade making use of futures/linear goods on a intraday horizon which might https://remingtonxunft.blogdomago.com/32984730/examine-this-report-on-pnl