In January 2005 this maximum drawdown was calculated under the heading ATW programming puzzle
R.E. Boss -----Oorspronkelijk bericht----- Van: Programming <programming-boun...@forums.jsoftware.com> Namens Cliff Reiter (...) it is followed by a nice article by Devon McCormick “Calculating Maximum Drawdown” ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
