Hi Paolo -- You have a copy of Quantitative Trading Systems. Read the text starting on Page 291.
Or --- Select a watchlist and do the research on issues that you are interested in. Thanks, Howard On Tue, Nov 4, 2008 at 11:12 AM, Paolo Cavatore <[EMAIL PROTECTED]> wrote: > I've seen a statement saying that "Drawdown increases as square root of > holding period" by Howard Bandy. > > Anyone has a demonstration of this...maybe Howard himself? > > thanks for any hints, > > paolo > > >
