Monthly Archives: December 2010

How to optimize maximum drawdowns of stock returns

Posted on December 26, 2010 by Ivan Idris
This entry is part of 23 in the series Numpy Strategies

This entry is part of 23 in the series Numpy StrategiesNumpy Strategies 0.0.9 Merry Xmas everybody. If you don’t celebrate Xmas, don’t worry, you are not missing that much. Maximum drawdown is defined as the maximum decline from a historical … Continue reading →

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