Setting the Margin slider for Z strategies

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Re: Setting the Margin slider for Z strategies [Re: DdlV] #436064 01/18/14 08:17 01/18/14 08:17
Joined: Jul 2000 Posts: 28,024 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,024 Frankfurt	DDmax is determined from the simulation, not normalized. It is described in the manual. The meaning of normalizing a drawdown is not in the manual, but is described in this paper: http://www.cs.rpi.edu/~magdon/ps/journal/drawdown_journal.pdf

Entire Thread
Subject	Posted By	Posted
Setting the Margin slider for Z strategies	pipclown	08/01/13 23:05
Re: Setting the Margin slider for Z strategies	jcl	08/02/13 06:06
Re: Setting the Margin slider for Z strategies	dusktrader	08/02/13 10:32
Re: Setting the Margin slider for Z strategies	jcl	08/02/13 11:10
Re: Setting the Margin slider for Z strategies	pipclown	08/03/13 11:19
Re: Setting the Margin slider for Z strategies	DdlV	01/17/14 21:07
Re: Setting the Margin slider for Z strategies	jcl	01/18/14 08:17
Re: Setting the Margin slider for Z strategies	DdlV	01/18/14 09:58
Re: Setting the Margin slider for Z strategies	DdlV	01/19/14 17:49
Re: Setting the Margin slider for Z strategies	jcl	01/20/14 08:36
Re: Setting the Margin slider for Z strategies	DdlV	01/20/14 18:19

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