How to Calculate Profit and Loss (P&Ls) for Your Trading Strategies (Hint: it’s not as easy as you think)

Quantitative Trading Toolbox | Python for Financial Analysis

AAA Quants
4 min readNov 19, 2020

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Quantitative Trading Like a Pro: Essential Python Course

Calculating Profit and Loss (P&L) for your trading strategy can be surprisingly tricky at times. Traders are often surprised when their calculations of realised and unrealised P&Ls don’t…

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