Author 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

admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 338
  • Karma: +13/-0
    • Pair Trading Lab
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).