怎么用R语言求最大回撤

Python014

怎么用R语言求最大回撤,第1张

tseries包中的maxdrawdown函数求最大回撤:

library(tseries)

data(EuStockMarkets)

dax <- log(EuStockMarkets[,"DAX"])

mdd <- maxdrawdown(dax)

two debt drawdowns

两个债务亏损

So how do we try to get 30 per cent or so a year, especially if we are at risk of a bear market? ( I know, I said drawdowns are OK, but let 's not go crazy.)

那么,我们该如何获取30%左右的年投资回报,特别是在股市面临熊市风险之际(我知道,我说过亏损是可以接受的,但是让我们别太疯狂)?

draw

[drC:]

v.

拉, 曳, 牵, 画, 绘制, 拖曳

vt.

汲取, 领取, 提取, 引起, 吸引

vi.

向...移动, 挨近

n.

平局, 和局, 拖曳

draw

draw

AHD:[drô]

D.J.[dr%8]

K.K.[dr%]

v.(动词)

drew[dr›] drawn[drôn] draw.ing, draws

v.tr.(及物动词)

To cause to move after or toward one by applying continuous forcedrag:

拉:持续用力使之向或随某人或某物运动;拉:

drew the chair closer to the tablea team of horses drawing a wagon.See Synonyms at pull

把椅子拉近桌子;拉车的一队马车参见 pull

To cause to move in a given direction or to a given position, as by leading:

拉向:(引导而)使向给定的方向或位置移动:

The teacher drew the children into the room to see the decorations.

老师带领着孩子到房间里去看布置

To move or pull so as to cover or uncover something:

拉起来:移动或拉动以盖上或暴露出某物:

draw the curtains.

拉上窗帘

To cause to flow forth:

使流出:

a pump drawing watera blow that drew blood.

抽水的水泵;打出血的一击

To suck or take in (air, for example)inhale.

吮或吸入(如空气)

To require (a specified depth of water) for floating:

吃水:需要一定的水深以使船浮起:

a boat drawing 18 inches.

吃水十八英寸的船

To take or pull out:

取或拉出:

drew a gun from beneath the counterdrew out a fat wallet.

从柜台下拔出一支枪;拿出一只鼓鼓的皮夹

To extract or take from for one's own use:

拿出:取出以供自己使用:

drew strength from their religious faith.

从他们的宗教信仰中汲取力量

To evisceratedisembowel.

取出…的内脏;开膛破肚

To cause to come by attractingattract:

吸引,使…来:

afraid the casino will draw undesirable elements to the town.

担心赌场会把不良分子吸引到镇上来

To select or take in from a given group, type, or region:

选取:从一定的团体、类型或地区中选出或吸收:

draw clients from all levels of society.

从社会各阶层吸收职员

To bring to a certain condition or actionlead:

导向:导致某种条件或行动;引起:

drawn to despairdrew them to resign.

陷入绝望;迫使他们辞职

To bring on oneself as a resultprovoke:

激起:使自己遭受后果;激起:

drew enemy fire.

引来了敌人炮火

To evoke as a responseelicit:

博得:引起反应;引出:

a performance that drew jeers from the audience.

引起观众讥笑的表演

To earngain:

赢得;获得:

deposits that draw interest at a rate of 5 percent.

利息百分之五的存款

To withdraw (money).

提取(钱)

To use (a check, for example) when paying.

开支票:使用支票等付款

To receive on a regular basis or at a specified time:

定期支领:稳定地或定期地接受:

draw a pension.

领取退休金

To take or receive by chance:

抽签:碰巧拿到或接受:

draw lots.

抽签

Games

【游戏】

To take (cards) from a dealer or central stack.

取牌:从发牌人手中或中央牌取牌

To force (a card) to be played.

迫使对手方出牌

To end or leave (a contest) tied or undecided.

使成平手:撤出比赛或以平局结束比赛

To hit or strike (a ball) so as to give it backspin.

击(球)使之回旋

To pull back the string of (a bow).

拉开弓弦

To distort the shape of.

使…变形

To stretch taut.

绷紧

To flatten, stretch, or mold (metal) by hammering or die stamping.

轧制:通过捶打或印模而使金属展平、延伸或成形

To shape or elongate (a wire, for example) by pulling through dies.

拉伸:通过印模使(如金属线)成形或伸长

To inscribe (a line or lines) with a pencil or other marking implement.

画:用铅笔或其它做标记的器具刻线

To make a likeness of on a surface, using mostly linesdepict with lines:

绘画:(主要用线条)在平面下画某物;用线条描绘:

drew a map of the areadrawing landscapes and still lifes.

绘制该地区的地图;描绘风景与静物

To portray in writing or speechdepict with words:

描写:语言或文字塑造人物;用文字描写:

draws moving scenes of ghetto life.

生动地描写了贫民窟生活的片断

To formulate or devise from evidence or data at hand:

推断出:根据手边的证据或资料整理或设计:

draw a comparison.

做比较

To compose or write out in legal format:

拟订:以法律形式写出:

draw a deed.

拟订契约

v.intr.(不及物动词)

To proceed or move steadily:

前进:前进或平稳地移动:

a ship drawing near the shore.

船驶近海岸

To attract customers or spectators:

吸引:吸引顾客或观众:

The new play is drawing well.

这出新剧十分卖座

To cause a flow of liquid:

使液体流动:

The patient's veins don't draw easily.

病人的静脉血流不畅

To cause suppuration.

使化脓

To take in a draft of air:

通风:吸入一次空气:

The flue isn't drawing.

烟道不通风了

To steep in or as if in the manner of tea.

泡开:浸透,如同茶的浸泡

To pull out a weapon for use.

拿出武器,以备使用

To use or call upon part of a fund or supply:

提领:使用或呼吁部分的基金或供应:

drawing on an accountdrew from the experience of fellow workers.

从存款中提款;利用同事们的经验

To contract or tighten:

收缩或收紧:

material that draws when it dries.

干后会收缩的材料

To conclude a contest without either side winningtie:

打成平手:比赛互无胜负;打成平局:

The chess players drew in 32 moves.

棋手在三十二步棋后打成平局

To make a likeness with lines on a surfacesketch.

绘画:用线在平面上画;描画

n.(名词)

An act of drawing.

拉:拉的行为

The result of drawing.

拉的结果

Something drawn, especially a lot, card, or cards drawn at random.

抽出的签:被抽取物,尤指签、牌或任意抽的牌

An inhalation, especially through a pipe or other smoking implement.

吸入:一次吸入,尤指通过管道或其它排烟

Something that attracts interest, customers, or spectators:

吸引注意的东西:吸引兴趣、顾客或观众:

a singer who is a popular draw.

广受瞩目的歌手

The movable part of a drawbridge.

吊桥的可移动部分

A special advantagean edge:

优势:特别的优势;优势:

have the draw on one's enemies.

比敌人有优势

A contest ending without either side winning.

平手:不分胜负的比赛

A small natural depression that water drains intoa shallow gully.

溪谷:排水的天然凹陷地;浅沟

Games A draw shot.

【游戏】 补抽的一击:打缩球的一击(指主球击中目标后回缩的一击)

draw away

To move ahead of competitors.

超过竞争对手

draw back

To retreat.

退后

draw down

To deplete by consuming or spending:

耗尽:消费或花费而事耗尽:

drew down our food reserves.

耗尽了我们的存粮

draw on

To approach:

临近:

as evening draws on.

当夜晚来临

draw out

To prolongprotract.

延长;拖延

To induce to speak freely:

畅谈:引导自由发言说话:

managed to draw the shy child out.

设法使害羞的孩子无拘无束地说话

draw up

To compose or write in a set formwrite out:

草拟;拟订:以固定的格式创作或写作;写出:

draw up a contractdraw up a list.

拟订合同;写出一张清单

To bring (troops, for example) into order.

排列:使(如部队)排列整齐

To bring or come to a halt.

挺直:使或来到一个停顿

To bring (oneself) into an erect posture, often as an expression of dignity or indignation.

昂首挺立:使(自己)来到一个直立的姿势,通常用于表示尊严或愤怒

Chiefly Southern U.S. To shrink when washed. Used of clothes.

【多用于美国南部】 缩水:洗时收缩,用于指衣物

draw a blank

To fail to find or remember something.

找不到或忘记某物

draw and quarter

To execute (a prisoner) by tying each limb to a horse and driving the horses in different directions.

五马分尸:将(犯人)四肢绑在一匹马上,向不同的方向驱马,从而将犯人处死

To disembowel and dismember after hanging.

绞死后开膛或肢解

Informal To punish severely:

【非正式用语】 严惩:

The teenager was drawn and quartered for wrecking the family's only car.

少年因损坏了家中唯一的汽车而遭到严厉的惩罚

draw straws

To decide by a lottery with straws of unequal lengths.

抽签:用长度不等的草抽签决定

Middle English drauen

中古英语 drauen

from Old English dragan

源自 古英语 dragan

draw

[drC:]

vt., vi.

drew, drawn, drawing

拉,拖,曳

drawn by a horse

马拉车

draw a boat out of the water

将小船从水里拉出来

draw the curtain

拉窗帘

吸引

A parade draws a large crowd.

游行队伍吸引了许多的观众。

引来;引起;引出

吸;吸入

抽血,放血

拔,拔出;取出(内脏)

draw a chicken

取出鸡内脏

A dentist draw teeth.

牙医拔牙。

取;拿

draw one's salary

领薪

汲;汲取

draw cider from a cask

由桶中汲取葡萄酒

(轮船)吃水

拉紧弓;绷紧弓弦

抽;拔;拉出(武器)

打成平局;打个平手

划;画;描绘

draw the/a line

划定界线

I drew (a picture of) my cat.

我给我的猫画了一张画儿。

I like drawing cats.

我喜欢画猫。

开(支票)

通风;通气

This cigar does not draw well.

这枝雪茄不太通气。

draw

n.

抽签;抽奖

When does the draw take place?

何时开始抽奖?

平局;不分胜负

The game ended in a draw.

比赛不分胜负

吸引注意力的人或物

draw for

抽签;抓阉儿

draw in

天黑下来了

到了;近了

靠到路边;驶向路旁

The bus drew in.

公共汽车驶到路旁。

(人)吸气

draw on

I shall have to draw on my money.

我不得不用钱了。

(= draw upon)

draw out

拉长;伸长

The child drew out the elastic until it measured a yard.

这小孩将橡皮筋拉至1码长。

(白天)渐长

离开

The train drew out.

火车开走了。

从银行提取(款)

大略说明

The committee drew out a plan for the reorganization.

委员会大略说明了改组的方案。

诱使说出;使…吐露实情

draw up

草拟;写

I will draw up a scheme of it for you.

我将替你草拟这事的计划。

部署;配置;排列

The troops drew up on the parade ground.

军队在阅兵场排队。

(汽车)停在…

挺神气地站立着;笔挺地站着

draw

[drC:]

vt.

(drew [dru:]drawn [drC:n])

拉, 拖, 拉[拖]长, 拉成(丝等)向某一方向拉

抽(出)拔(出)(用抽签等方法)决定取出...内脏

汲[领, 提]取获得引出引起招惹招来吸(入)吸引逗引...说话

描写草拟, 制订, 拟(稿)描(图), 绘制, 画(线), 勾(轮廓)

开给(汇票等)开立(票据等)支领, 提取(钱)

(船)吃(水)

泡(茶)

把...打成平局

[常用被动语态]扭歪(脸等)

根据一定的形式写出

【医】抽(血), 放(血)(用药)拔(脓)

【机】退火

draw a cart

拉车

draw a curtain across a window

把窗帘拉上

draw a bow

张弓

draw a thing along

拖着东西

draw a string tight

把弦线拉紧

draw the metal into a longwire

把金属拉成长丝

draw a sword

拔出刀

draw a nail [tooth]

拔钉[牙]

draw a cork from a bottle

拔出瓶塞

draw lots

抽签

draw a chicken

取出鸡的内脏

draw beer from a barrel

从酒桶中把啤酒吸出来

drawstrength from the masses

从人民群众中吸取力量

draw a lesson

吸取教训

draw a good salary

领取优厚的薪金 draw 20

dollars from the bank

从银行提取20美元

drawinformation from sb.

从某人处得到消息

drawa conclusion

引出结论

drawone's attention

引起某人注意

drawtrouble

惹事

drawruin upon oneself

自取灭亡

drawair into the lungs

将空气吸入肺里

draw applause

博得喝彩

draw sb. into conversation

把某人引进谈论中来

draw a character in a novel

在小说里描绘一个人物

draw a deed

草拟契约

draw a picture

画图

draw a straight line

划一条直线

draw a comparison [parrallel, distinction] betweenA and B

比较[对比, 区别]甲乙

draw a cheque on a bank for 100yuan

向银行开一张一百元的支票

The street accident drew a big crowd.

马路上的事故吸引了一大群人。

The ship draws 28 feet of water .

那艘船吃水28英尺。

Some people draw their tea too long.

有些人泡茶时间太长。

The game was drawn.

比赛打成了平局。

His face was drawn with pai

draw

[drC:]

n.

他痛得扭歪了脸。

vi.

拉, 拖, 牵拉开, 张满汲取

(牙齿等)被拔出拔刀[枪、剑]

向(某处)移动, 靠近, 走近(to, towards)(时间等)接近

划线制图画画

吸引人

用抽签(或抽牌等)方法决定

开立票据, 支取请求获得消息, 供应或其他事物

缩, 皱

打成平局, 不分胜负

(船)吃水(茶)泡开

(烟囱等)通风

(猎狗)追踪(或接近)猎物

【医】(膏药等)吸脓

This old man's tooth draw easily.

这位老人的牙很容易拔。

The car drew near.

汽车驶近了。

They drew towards that village.

他们向那个村庄走去。

Winter is drawing near.

冬天快来了。

He draws badly.

他画得不好。

This play draws well.

这戏叫座。

This novel always draws.

这本小说始终吸引许多读者。

Her face seemed to draw with the cold.

她的脸似乎因为冷而收缩了。

The teams draw.

两队不分胜负。

Their ship draws deep.

他们的船吃水很深。

Let the tea drawfor 10 minutes.

把茶泡十分钟。

draw

[drC:]

n.

拉, 拖, 吸

拔出, 抽签, 拔牙[刀, 枪]开弓

支取, 提(款)

平局, 不分胜负

有吸引力的人

补进的牌

(吊桥的)可吊起部分

【医】(膏药等)吸脓

【地质】冲沟, 干涸的河谷

He is quick on the draw.

他拔枪很快。

The game ended in a draw.

比赛以平局结束。

He is a good draw.

他是一个引人注目的人物。

drawbeam

n.

起重梁, 起重臂杆

draw-bit

n.

松紧针钩

drawboard

n.

跳板

drawbolt

n.

紧固螺拴

drawbore

n.

钻[笋]销孔

drawboys

n.

手工提花织物

drawbridge

[5drC:brIdV]

n.

吊[开合]桥

drawcut

n.

拉切, 回程切削

drawfile

n.

横锉

drawgate

[`drR:^eIt]

n.

运河中的水闸

drawgear

[`drR:^IE(r)]

n.

车钩, 牵引装置驮马的马勒

drawhole

n.

拉拔模孔

放矿口

drawhook

n.

牵引钩

drawknife

[`drR:naIf]

n.

刮刀

drawknot

n.

拉结

drawlift

n.

吸入泵

drawleg

n.

后腿

drawline

n

.(=drawrope)囊底束纲, 囊网括纲[锁纲]

drawloom

n.

拉花机

drawman

n.

格筛工

格筛水平放矿工

drawnet

[`drR:net]

n.

拖网

drawout

adj., n.

抽出(式的), 引[拉, 提]出, 描绘出

draw-pack

n.

拔丝包装装置

drawpiece

n.

拉制件

drawplate

[`drR:pleIt]

n.

划线板, 拉模板

drawpoint

n.

放矿点

划针

drawrod

n.

车钩联杆

drawrope

n.

(大而粗的)拉索

drawscrew

n.

起模螺钉

drawshave

[`drR:FeIv]

n.

双柄削皮刀刮刀

drawsheet

[`drR:Fi:t]

n.

抽签结果表

draw-slate

n.

(煤层上随煤崩落的)板岩, 板岩伪顶

drawspring

[`drR:sprIN]

n.

牵引杆弹簧

drawstring

[`drR:strIN]

n.

(提花机)综线

drawthread

n.

丝线

draw-tongs

n.

紧线钳, 板[导线]钳

draw-tube

n.

伸缩管活镜筒

draw-twister

n.

拉伸加捻机

drawvice

n.

紧线钳, 拉钳

drawwell

n.

汲水井

draw-work

n.

绞车, 卷扬机

drawable

adj.

可曳的, 可拖的, 可画的, 可发出的

a sure draw

肯定可以搜出狐狸的地方可引起议论之处

be quick on the draw

拔枪迅速[迟缓]

[美俚]反应敏捷[迟钝]

be slow on the draw

拔枪迅速[迟缓]

[美俚]反应敏捷[迟钝]

beat to the draw

先拔枪[剑]先下手

end in a draw

以和局结束

play off a draw

【体】(平局后)再赛以决胜负

play off a draw tie

【体】(平局后)再赛以决胜负

draw ahead

向前移动

超过(of)

(风)向前吹

draw and quarter

(古时刑罚)四马分肢

(绞死后)取出内脏, 肢解尸体

draw aside

把...拉开拉到 一边

draw away

拉开, 引开, 离开

(比赛中)跑到前面与别人拉开距离

撤离, 退缩

draw back

收回(已付关税等)

往回跑退却缩回

拉开(帘幕等)

撤回, 取消(建议, 计划, 诺言等)

draw bit

勒着马不使快跑, 使马停止前进

放慢速度, 停止

draw bridle

勒着马不使快跑, 使马停止前进

放慢速度, 停止

draw rein

勒着马不使快跑, 使马停止前进

放慢速度, 停止

drawdown

[5drC:daun]

扯下, 放下

招来, 引起

领取, 赚

draw forth

引起, 博得(赞美等)

draw from

[draw out of] 使...说出(真相等)

draw in

收(网等)收回(借款等)

引诱使加入

(天)黑了(日)渐短

紧缩开支

(车船等)驶进, 开到

(汽车)靠边行驶, 开进(某处)暂停

draw into

(车船等)驶进, 开到

draw it fine

(区别得)十分精 确

draw it mild

[口](说话或做事)要有分寸, 不要夸张(通常用作祈使语)

draw it strong

夸张, 小题大做

draw near

走近临近

draw off

排出, 放掉(水等)

脱去(手套等)

消除(痛等)

转移(别人注意力等)

撤退(军队等)

draw on

穿上, 戴上(靴子, 手套等)

吸收, 利用凭, 靠

动用向...支取

逗引(某人)开口说话

招来, 招致

接近, 靠近

draw oneself up

挺直身体

控制自己

draw out

拉长, 拖长, 扩展

掏出, 取出

提取(存款)

榨出, 抽出, 提炼出

召集使排好队派出

草拟, 拟出

逗引...说话诱使吐露真情

(白昼)长起来

(火车)开出(车站)(船)驶离(停泊处)(汽车)驶出

在前面拉开距离

draw round

围在...周围

draw around

围在...周围

draw to

吸引到...方面来, 使 接近

draw to toward

吸引到...方面来, 使 接近

draw together

把...连接在一起

使团结起来, (使)一致

召集, 集合

draw up

写出草拟, 制订

(车、马等)停住使(车、马等)停住

曳上, 拉起(鱼网等)

逼近(to), 追上(with)

【军】整(队)

把...拉过来

吸收消散, 驱散

air draw

气枕压延

bottom draw

底部吸引

cold draw

冷拉

deep draw

深冲压(金属板坯加工)

down draw

下拉(玻璃管)法, 向下拉引

finish draw

精拉

full draw

开满弓

goalless draw

零比零平局

hard draw

硬拉, 冷拉

heads draws

头馏分, [俗]酒头

liquor finish draw

湿法拉制

mouth draw

与嘴齐高的拉弓法

open draw

开(放)式领纸开式牵引

rough draw

粗绘

single draw

单动拉延

tensile draw

牵引力

vacuum draw

真空抽吸

wet draw

湿部牵引力

wire draw

铜网牵引力

draw of barge

驳船 的牵引

draw of votes

票数相等

draw on a frame

脱框起模

draw on one's credit

凭信用借款

draw on pins

顶杆起模

draw on rollover

翻转起模

draw on turnover

旋转起模