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Posts Made By:
jason1990
Forum:
Science, Math, and Philosophy
10-31-2007, 11:00 PM
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8
Mathematical Definition or Algorithm of a Drawdown
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60
Posted By
jason1990
Re: Mathematical Definition or Algorithm of a Drawdown
Define b_j = max(a_1,...,a_j) - a_j. The biggest drawdown is max(b_1,...,b_n).
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