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Results tagged with drawdown
Search options questions only
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user 2318
The cumulative decline in price or value after a series of consecutive decreases or from a relative peak to a relative trough. The duration for a drawdown can be as noteworthy as its magnitude.
8
votes
2
answers
706
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 volat …
- 994