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TraderWalrus
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Traders Hideout
August 30th, 2017, 02:22 AM
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Drawdown Monte Carlo Increase over time PROBLEM
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Posted By
TraderWalrus
If you're following Bandy's way of doing it, then...
If you're following Bandy's way of doing it, then for the purpose of analyzing probable drawdowns you shouldn't use all the available data, but rather a sliding window over say the last two years or...
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August 30th, 2017, 02:22 AM
