Yield Profiles - Group By Holding Period
Holding periods groupings sort the data into buckets detailing how long a position was held for before closing. This is useful for identifying how long a counterparty will usually hold a position and when they are most successfully extracting PnL, this information can then be used to identify optimal exit periods for risk management.
Note: Trades with a 0 second holding period are the open leg of a trade, a holding period bucket is only allocated to the closing side.
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