Matlab Maximum Drawdown Matlab script

Version:
File size: 0 KB
File name: MAXDRAWDOWN.m
Last update: 26 Nov 2009
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price: Freeware
Company: Andreas Steiner (View more)

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Matlab Maximum Drawdown script details

Matlab Maximum Drawdown script description:

Publisher review:
Maximum Drawdown calculates max drawdown, start/end of msx drawdown period, end of recovery period 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). Requirements: · MATLAB Release: R14SP2

Matlab Maximum Drawdown is a Matlab script for Financial Modeling and Analysis scripts design by Andreas Steiner. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.

Operating system:
Windows / Linux / Mac OS / BSD / Solaris