Why do I have different result through ans key?

1 次查看（过去 30 天）
Tomás Nunes
Tomás Nunes 2018-4-4
编辑： Andrew Newell 2018-4-4
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

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Quadratic Programming and Cone Programming 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by