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vermouth1992
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drl-portfolio-management
CSCI 599 deep learning and its applications final project
MIT License
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is max_drawdown wrong?
#6
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markovyao
opened
6 years ago
markovyao
commented
6 years ago
mdd = max_drawdown(df_info.portfolio_value)
mdd = max_drawdown(df_info.portfolio_value)