describe how to compute the maximum drawdown
Anonymous
It is fairly simple : a. initialise temp_max_DD=max_DD=previous_max_DD=0; b. loop through the values of your array starting at the second one : if the current value in the array is higher than the previous one then temp_max_DD =temp_max_DD - (current_value - previous_value) else temp_max_DD=0 if temp_max_DD
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