drawdown
Posted: 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
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