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Maximum Draw Down

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Dec 4, 2009 4:48 pm

Squash1

Joined: 2008-11-20Offline

Does anyone know of a program that can compute maximum drawdown,alpha, std deviation, volatility?

Dec 4, 2009 4:52 pm

Moraen

Joined: 2009-01-23Offline

JMP.

Financial Intelligence at SAS.

Dec 4, 2009 6:24 pm

Squash1

Joined: 2008-11-20Offline

Those aren’t free are they?

Dec 4, 2009 6:25 pm

Moraen

Joined: 2009-01-23Offline

Nope.

You can get JMP if you take a class at certain universities.  Or if you teach.  My guess is that you could get a license at a Community College.

Even online classes.  PM me and I’ll send you a list of universities I know that will let you use a license per year for free.  For the cost of three hours of tuition, it’s worth it.