Why do I have different result through ans key?
1 visualización (últimos 30 días)
Mostrar comentarios más antiguos
I am trying to compute maximum drawdowns within a vector, but the for loop gives me wrong results. Basically I have a vector called portfolio with cumulative returns and another vector called rows_cycle that gives me the rows for which i should compute the maxdrawdown. The code is:
letstry = zeros(length(rows_cycle)-1,1);
for i = 2:1:length(rows_cycle)
letstry(i-1,1) = maxdrawdown(portfolio(rows_cycle(i-1:i)));
end
the problem is that if I put maxdrawdown(portfolio(233:358)), it gives me a different result from maxdrawdown(portfolio(rows_cycle(3-1:3))), when rows_cycle(2:3) = 233:358
Even if I compute first rows_cycle(2:3) and then maxdrawdown(portfolio(ans)), the results are different from maxdrawdown(portfolio(233:358)).
What's wrong with the loop? thx
0 comentarios
Respuestas (0)
Ver también
Categorías
Más información sobre Multidimensional Arrays en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!