Im wondering if we can get the portfolio size approximation, if we have the volatility and -/+ pnl of the portfolio ? Is there a method or a formula ? Thank you
Volatility is measure of the price dispersion of a security. It has nothing to do with the market price of the security or portfolio.
As for P&L, in terms of gross profit, if I told you that a portfolio's gain was $10k, how would you know whether it was a a $10k portfolio that doubled or a $100k portfolio that went up 10% (the same $10k)?
In terms of percentage gain, if I told you that a portfolio went up 10%, how would you know if it was a $10k or a $100k portfolio?
Without additional data points, there's no way to back figure the portfolio's size.