Tour
About Us
Meta
Loading…
Log in
current community
Stack Exchange
chat
Meta Stack Exchange
your communities
Sign up
or
log in
to customize your list.
more stack exchange communities
company blog
Stack Exchange
All Sites
Top Users
Digests
Paul H. Lasky
top
accounts
reputation
activity
bookmarks
subscriptions
Top Questions
20
votes
How do you correct Max Draw-Down for auto-correlation?
statistics
returns
auto-correlation
performance
sharpe-ratio
asked Feb 10 '11 at 18:04
quant.stackexchange.com
Top Answers
11
Probability of touching
quant.stackexchange.com
6
How do you correct Max Draw-Down for auto-correlation?
quant.stackexchange.com
Stack Exchange works best with JavaScript enabled