├── Max Drawdown.ipynb
└── README.md


/README.md:
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 1 | # Computing-Max-Drawdown-with-Python
 2 | ### Modelling Maximum Drawdown with Python
 3 | 
 4 | In the notebook uploaded in the repository we have done the following:
 5 | 
 6 | 1. Imported the US Equity data between 1926 till 2018.
 7 | 2. Cleaned and selected the two data series for analysis - Small caps and Large caps.
 8 | 3. Created a Wealth index on Large cap data.
 9 | 4. Computed past peaks on the wealth index.
10 | 5. Calculated Drawdowns at each data point of the wealth index.
11 | 6. Created a Function called Drawdown capturing points 3,4 and 5.
12 | 7. Have done a few analysis of historocally known events.
13 | 


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