Skip to content

Instantly share code, notes, and snippets.

@pamag

pamag/drawdowns.ipynb

Forked from 8one6/drawdowns.ipynb
Created May 24, 2021 01:14
Show Gist options
  • Save pamag/e9d396b5bf35c47aa60e0e88a73cb093 to your computer and use it in GitHub Desktop.
Save pamag/e9d396b5bf35c47aa60e0e88a73cb093 to your computer and use it in GitHub Desktop.
Download ZIP
A review of various functions for computing drawdowns and rolling drawdowns of a given 1-d data structure (numpy array or pandas series).
Display the source blob
Display the rendered blob
Raw
drawdowns.ipynb
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment