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by ryl00
899 days ago
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> perhaps he wouldn’t have won if there was some kind of crash. But there was! That bet started in 2007, and 2008-2009 saw the biggest percentage drop in the S&P 500 in decades with the GFC. We're talking down to levels last seen in 1996, at the worst of it in March 2009. |
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You can compare portfolio performance through drawdown periods with backtesting tools.
Macroeconomic drawdowns are good times to have cash for acquisitions; instead of free government cheese.
"Tear Sheets: Definition and Examples in Finance, Vs. Prospectus" https://www.investopedia.com/terms/t/tearsheets.asp :
> While tear sheets date back to the old days when stockbrokers would rip individual pages out of the S&P summary book and send them to current or potential clients, most information is extracted online today. Therefore, any concise representation of a company's business fundamentals could be considered a tear sheet.
From https://news.ycombinator.com/item?id=24428206#24429801 :
> pyfolio.tears.create_interesting_times_tear_sheet measures algorithmic trading algorithm performance during "stress events" https://github.com/quantopian/pyfolio/blob/4b901f6d73aa02ceb... :
>> Generate a number of returns plots around interesting points in time, like [...]
From https://news.ycombinator.com/item?id=19111911 :
> pyfolio/examples/zipline_algo_example.ipynb: https://nbviewer.org/github/quantopian/pyfolio/blob/master/p... > "Worst Drawdown Periods"
Drawdown > Trading definitions: https://en.wikipedia.org/wiki/Drawdown_(economics)#Trading_d...
awesome-quant > Python > Trading & Backtesting: https://github.com/wilsonfreitas/awesome-quant#trading--back...
S&P500: https://en.wikipedia.org/wiki/S%26P_500