Property 1k$ capital.100% equity,0 pyramiding,0 slippage. Using the replay function,cut the timeseries at 24/4/2023 What is trade-to-trade

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Property 1k$ capital.100% equity,0 pyramiding,0 slippage. Using the replay function,cut the timeseries at 24/4/2023 What is trade-to-trade maximum drawdown?

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Quantitative Methods for Business

ISBN: 978-0840062345

12th edition

Authors: David Anderson, Dennis Sweeney, Thomas Williams, Jeffrey Cam

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Posted Date: Mar 24, 2024 12:49 PM

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Property 1k$ capital.100% equity,0 pyramiding,0 slippage. Using the replay function,cut the timeseries at 24/4/2023 What is trade-to-trade

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To calculate the tradetotrade maximum drawdown we first need to understand what drawdown is Drawdown measures the peaktotrough decline in the value of ... View the full answer

Quantitative Methods for Business

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