Maximum Draw Down
Dec 4, 2009 4:48 pm
Does anyone know of a program that can compute maximum drawdown,alpha, std deviation, volatility?
Dec 4, 2009 4:52 pm
JMP.
Financial Intelligence at SAS.
Dec 4, 2009 6:24 pm
Those aren’t free are they?
Dec 4, 2009 6:25 pm
Nope.
You can get JMP if you take a class at certain universities. Or if you teach. My guess is that you could get a license at a Community College.
Even online classes. PM me and I’ll send you a list of universities I know that will let you use a license per year for free. For the cost of three hours of tuition, it’s worth it.
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