drawdown

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

SGXSUP
Posts: 1
Joined: Thu May 17, 2012 5:48 am
Location: Europe - Luxemburg

drawdown

Postby SGXSUP » Thu May 17, 2012 5:56 am

Hi members,
Is there someone who has already developed the formulae for the maximum drawdown (maximal loss suffered by an investor with a financial asset) calculation?
thks in advance,
MG

rmoralesaramburu
Posts: 52
Joined: Mon Nov 18, 2013 9:09 am

Re: drawdown

Postby rmoralesaramburu » Tue Sep 09, 2014 11:42 am

Hello, did you find the answer for your question? could you share it please?? thanks!!


Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests