R - error while calculating drawdown


–1 vote
asked Mar 12, 2016 by BeTracewell (510 points)
I am using this code for backtestinglibrary(quantmod)library(PerformanceAnalytics)s s$sma20

5 Answers

+1 vote
answered Apr 1, 2016 by theellenberg (370 points)

Understand that the drawdown is calculated from the cumulative returnseries.
+2 votes
answered May 30, 2016 by Work_macb (230 points)

Those interested in price charting in R should also look at the quantmod package.
Drawdowns Ordered list of drawdowns and when they occurred table.
You can also plot drawdowns with chart.
0 votes
answered May 30, 2016 by pby_9805 (140 points)

Any errors are, of course, our own.
Rolling Mean is a specific example of a rolling mean and standard error bands.
Drawdowns Ordered list of drawdowns and when they occurred table. To find out more about output buffering check out PerformanceAnalytics-package {PerformanceAnalytics} | inside-R | A Community Site for R
commented May 31, 2016 by The_Lezo (140 points)
DownsideRisk Downside risk metrics and statistics table
0 votes
answered May 30, 2016 by limbach (890 points)
I am using PerformanceAnalytics-package {PerformanceAnalytics ... home it works like a charm
0 votes
answered May 30, 2016 by Try6551 (150 points)
Can anyone tell me what is going wrong with this code
There is a tool R: Econometric tools for performance and risk analysis. to help you download all font variants

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