[R-SIG-Finance] Question about the Ulcer Index calculation in PerformanceAnalytics
Farid Moussaoui
|@r|d@mou@@@ou| @end|ng |rom gm@||@com
Fri Mar 12 09:41:29 CET 2021
Hi Ilya,
There is a reference in the code about how is implemented the Ulcer Index.
It is here also: http://www.tangotools.com/ui/ui.htm
Farid.
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