Brownian Motion & Max Drawdown from Wolfram - Platforms and Indicators | futures io social day trading
futures io futures trading

Brownian Motion & Max Drawdown from Wolfram
Updated: Views / Replies:2,195 / 2
Created: by DummyWill Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Thread Tools Search this Thread

Brownian Motion & Max Drawdown from Wolfram

  #1 (permalink)
Louisiana mostly
Posts: 10 since Aug 2010
Thanks: 3 given, 18 received

Brownian Motion & Max Drawdown from Wolfram

Hopefully some other (non-recovering) backtesters/coders will find this widget interesting. Great demonstration of returns, standard deviation and associated maximum drawdown:

Brownian Motion Path and Maximum Drawdown - Wolfram Demonstrations Project

"We illustrate the evolution of a geometric Brownian motion simulating a daily stock return series.. Adjusting the mean and standard deviation sliders demonstrates how the cumulative return and maximum drawdown change with respect to these parameters for a given underlying set of random shocks."

Reply With Quote
The following 4 users say Thank You to DummyWill for this post:
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

  #3 (permalink)
Phoenix AZ
Posts: 12 since Sep 2011
Thanks: 7 given, 6 received

Little late to the party...

Hey, I just searched to see if Wolfram has any tools available and I'm glad I did. This thing is nifty! WolframAlpha ( utilizes some of its features, I think.

I guess there are better tools out there, but I love Wolfram's stuff!

Reply With Quote


futures io > > > Brownian Motion & Max Drawdown from Wolfram

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

futures io is celebrating 10-years w/ over $18,000 in prizes!

Right now

$250 Amazon Gift Cards with our "Thanks Contest" challenge!

Right now

Similar Threads
Thread Thread Starter Forum Replies Last Post
Annualised drawdown Xeno The Elite Circle 4 May 28th, 2011 05:41 AM
MIN & MAX for last n bars Stem1 EasyLanguage Programming 2 March 14th, 2011 11:23 PM
Multi market drawdown dgresens Psychology and Money Management 13 January 18th, 2011 12:03 AM
Talk about drawdown! Pennsylvania State Lottery hits a 7-7-7-7 shodson Psychology and Money Management 2 April 11th, 2010 10:46 PM
Maximum drawdown caprica Psychology and Money Management 6 August 1st, 2009 04:52 PM

All times are GMT -4. The time now is 01:55 PM. (this page content is cached, log in for real-time version)

Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432,
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts