Module 12Marks & PnLLesson 2 of 720 min
Daily PnL
PnL from mark-to-mark moves.
Formula
PnL = Σ q_i (m_i^t - m_i^{t-1})
Attribution
Per-name PnL vector shows winners/losers.
Challenge
Return Vec of per-position PnL and print the best.
Tips
- Short profits when price falls
- Align vectors
- Fees/funding later
Try it live
Daily PnLRust 2021
Loading editor…
Output
Press Run to compile and execute.