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Matlab Maximum Drawdown

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Rating: 2.00/5
Rated by: 8 user(s)
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 Downloads: 259
 Developer: Andreas Steiner | More scripts by this producer
 License(s): Freeware
 Programming Language: Matlab
 Database Support: none
 Platform: Windows/Linux/Mac OS/BSD/Solaris
 Last Updated: 14th of August 2007, 14:06 GMT
 Category: HOME :: Scientific/Engineering :: Financial Modeling and Analysis
 Read user reviews (0) Add a review Refer to friend Subscribe

Matlab Maximum Drawdown description Download

Maximum drawdown can be defined as the largest drop from a peak to a bottom in a certain time period. This MATLAB function calculate max drawdown value, start and end of max drawdown period as well as the end of the recovery period (if any).


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