Drawdown Look at Frontier of Assets and Systems
[This article was first published on Timely Portfolio, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
In Efficient Frontier of Funds and Allocation Systems, I had hoped to start exploring how a frontier can potentially be created with only one asset, or how an even more efficient frontier could be created with assets and also systems on those assets. I am obsessed with drawdown, so of course I need to extend that post with a look at drawdown to satisfy this obsession. If you have not read the original post, please read it before this, since I will only show the additional graph created.
 |
| From TimelyPortfolio |
To leave a comment for the author, please follow the link and comment on their blog: Timely Portfolio.
R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.