Maximum Draw Down

or Register to post new content in the forum

 

Comments

  • Allowed HTML tags: <em> <strong> <blockquote> <br> <p>

Plain text

  • No HTML tags allowed.
  • Web page addresses and e-mail addresses turn into links automatically.
  • Lines and paragraphs break automatically.
Dec 4, 2009 11:48 am

Does anyone know of a program that can compute maximum drawdown,alpha, std deviation, volatility?

Dec 4, 2009 11:52 am

JMP.

Financial Intelligence at SAS.

Dec 4, 2009 1:24 pm

Those aren't free are they?

Dec 4, 2009 1:25 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.