Pair Trading > Models, Algorithms & Approaches

Missing Max DD in Database search

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Douglas Goullet:
Hi,

Would be nice to have Max DD as a filter again as a filter in the Database search. I miss it.

Regads, D

admin:
We decided to not to include Max DD filters in the new database because we believe it is much better to use equity linearity / Sharpe ratio filters instead. We don't plan to add Max DD filters in the near future (unless too many users ask for that).

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