Pair Trading Lab Helpdesk & Forum

Pair Trading => Models, Algorithms & Approaches => Topic started by: Douglas Goullet on April 23, 2015, 06:05:59 am

Title: Missing Max DD in Database search
Post by: Douglas Goullet 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

Title: Re: Missing Max DD in Database search
Post by: admin 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).