Questions about reinvesting and Montecarlo.

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by 7th_zorro. 05/11/24 09:25

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Re: Questions about reinvesting and Montecarlo. [Re: Mithrandir77] #444267 08/04/14 14:16 08/04/14 14:16
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	Yes, the capital is calculated with a drawdown normalized to 3 years. Otherwise you'd get different capital requirements dependent on the test time.

Entire Thread
Subject	Posted By	Posted
Questions about reinvesting and Montecarlo.	Mithrandir77	07/19/14 23:03
Re: Questions about reinvesting and Montecarlo.	jcl	07/21/14 22:32
Re: Questions about reinvesting and Montecarlo.	Mithrandir77	07/24/14 06:33
Re: Questions about reinvesting and Montecarlo.	jcl	07/24/14 08:01
Re: Questions about reinvesting and Montecarlo.	Mithrandir77	08/03/14 19:36
Re: Questions about reinvesting and Montecarlo.	jcl	08/04/14 14:16
Re: Questions about reinvesting and Montecarlo.	Mithrandir77	08/04/14 15:14
Re: Questions about reinvesting and Montecarlo.	killerkhan	08/07/14 12:08

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