Hi,
Where can I find the meaning of acronym such as RAR/MDD,
CAR/MDD...
the things related to backtester and WFO ?
Some are easy to
catch but some are chinese.
I found the AB metrics in Porfolio Backtester
Interface Reference, but
no details.
To go further, does it exist a
web place to investigate some basic of
the metrics ?
To understand why
should I use fitness car/mdd, I guess I have to buy
books.
Thank
you.
Regards