The equity-curve tag has no wiki summary.
-2
votes
1answer
201 views
Convert returns into an index? [closed]
What's the right way to take a series of returns and convert it into a continuous index? Let's say I want to show the performance of a strategy starting from 1, and adding on returns so that I get an ...
5
votes
2answers
531 views
System Development / Optimization
I have been testing a trend following strategy. The results shows massive drawdowns which makes the equity curve very unstable. I just wanted to know what are some ways in which I can reduce the ...
