Maximum Drawdown
Versione 1.0.0.0 (597 Byte) da
Andreas Steiner
Calculates max drawdown, start/end of msx drawdown period, end of recovery period
5,4K download
Aggiornato
16 mar 2006
Nessuna licenza
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).
Cita come
Andreas Steiner (2024). Maximum Drawdown (https://www.mathworks.com/matlabcentral/fileexchange/10367-maximum-drawdown), MATLAB Central File Exchange. Recuperato .
Compatibilità della release di MATLAB
Creato con
R14SP2
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS LinuxCategorie
- Code Generation > Embedded Coder > Code Generation from MATLAB Code > Code Replacement Customization > Fixed-Point Operator Replacement >
Scopri di più su Fixed-Point Operator Replacement in Help Center e MATLAB Answers
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Ispirato: Maximum Drawdown
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Versione | Pubblicato | Note della release | |
---|---|---|---|
1.0.0.0 |