Re: [amibroker] Drawdown increases as square root of holding period

["Howard B" <howardbandy@xxxxxxxxx>]

Hi Paolo --

You have a copy of Quantitative Trading Systems.  Read the text starting on Page 291.

Or --- Select a watchlist and do the research on issues that you are interested in.

Thanks,
Howard

On Tue, Nov 4, 2008 at 11:12 AM, Paolo Cavatore <pcavatore@xxxxxxxxx> wrote:

I've seen a statement saying that "Drawdown increases as square root of
holding period" by Howard Bandy.

Anyone has a demonstration of this...maybe Howard himself?

thanks for any hints,

paolo

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