Skip to content

Instantly share code, notes, and snippets.

@8one6

8one6/drawdowns.ipynb

Created January 19, 2014 15:36
Show Gist options
  • Star 5 You must be signed in to star a gist
  • Fork 2 You must be signed in to fork a gist
  • Save 8one6/8506455 to your computer and use it in GitHub Desktop.
Save 8one6/8506455 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
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