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@milktrader
Last active December 16, 2015 12:48
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What percentage of n-period investors are above water in SPX, NDX, RUT? An n-period investor is the one who got into the market n days ago. We survey 200 for n = 1:200
julia> nperiodinvestors("YAHOO/INDEX_GSPC", 200)
0.925
julia> nperiodinvestors("YAHOO/INDEX_NDX", 200)
0.72
julia> nperiodinvestors("YAHOO/INDEX_RUT", 200)
0.81
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