Drawdowns and Preserving Principal

Sell the highs, buy the lows, take their money, bash their nose.
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schmitty
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Joined: Thu Jan 01, 2004 12:00 am

Drawdowns and Preserving Principal

Post by schmitty »

> [i]What if you integrated DDM (% draw down from the maximum) over time.[/i]



You've re-invented Seykota's Lake Ratio. Congratulations.
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Tradenator
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Drawdowns and Preserving Principal

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Blush
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