\over T}\int _{0}^{T}D(t)\,dt} The maximum drawdown (MDD) up to time T {\displaystyle T} is the maximum of the drawdown over the history of the variable...
9 KB (1,275 words) - 22:30, 3 July 2024
average annual rate of return for the last 36 months divided by the maximum drawdown for the last 36 months – and calculates it on a monthly basis, instead...
2 KB (296 words) - 16:01, 29 July 2024
Climate drawdown refers to the future point in time when levels of greenhouse gas concentrations in the atmosphere stop climbing and start to steadily...
12 KB (1,444 words) - 07:06, 21 July 2024
Louisiana. Has a capacity of 76 million barrels (12,100,000 m3) with a maximum drawdown rate of 550,000 barrels (87,000 m3) per day. Richton, Mississippi:...
35 KB (4,276 words) - 23:46, 12 September 2024
structures: Capped income drawdown - these permit the policy holder to withdraw an annual income between nothing and a maximum based on the initial fund...
19 KB (2,987 words) - 03:40, 30 August 2022
thermal maximum (PETM), alternatively ”Eocene thermal maximum 1 (ETM1)“ and formerly known as the "Initial Eocene" or “Late Paleocene thermal maximum", was...
170 KB (19,183 words) - 02:22, 6 November 2024
winning/losing trades, average profit/loss, average holding time, maximum drawdown, and the overall profit/loss. The trader can then experiment and refine...
12 KB (1,729 words) - 11:55, 16 January 2024
and end of the time period. The risk is measured as the percentage maximum drawdown (MDD) for the specific period: MDD = max t ∈ ( s t a r t , e n d )...
2 KB (425 words) - 06:41, 2 October 2023
volatility of returns or the maximum drawdown. Normally, higher expected return implies higher volatility and drawdown. The choice of the risk-reward...
10 KB (1,209 words) - 10:12, 29 October 2024
models. Metrics compared include percent profitable, profit factor, maximum drawdown and average gain per trade. As noted above, high-frequency trading...
78 KB (9,353 words) - 18:14, 12 September 2024