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Missing Max DD in Database search
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Topic: Missing Max DD in Database search (Read 5304 times)
Douglas Goullet
Newbie
Posts: 34
Karma: +0/-0
Missing Max DD in Database search
«
on:
April 23, 2015, 06:05:59 am »
Hi,
Would be nice to have Max DD as a filter again as a filter in the Database search. I miss it.
Regads, D
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admin
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Posts: 338
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Re: Missing Max DD in Database search
«
Reply #1 on:
April 23, 2015, 09:47:34 am »
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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Pair Trading Lab Helpdesk & Forum
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Missing Max DD in Database search