RET/DD calculation not correct

RET/DD calculation not correct (see attached)
Attachments
2018-09-13 09_21_16-Window.png
(10.28 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

r
#1

Marcel

13.09.2018 09:22

Task created

Attachment 2018-09-13 09_21_16-Window.png added

h
#2

hankeys

13.09.2018 10:41
RDD IS + RDD OOS is not equal RDD full sample


the maximum DD could be between IS and OOS period, etc.

TB
#3

Tomas Brynda

08.01.2019 09:19

Status changed from New to Refused


Votes: 0

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