maximum-drawdown-at-risk

There are 1 repository under maximum-drawdown-at-risk topic.

• rafa-rod / pytrendseries

  Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

  trends-detecteddrawdownfinancequantquantitative-financedowntrendpythontime-seriestime-series-analysistimeseriesuptrendtime-under-watertimeunderwaterdrawdown-at-riskmaximum-drawdown-at-risk
  Language:Python 110