cummax
Syntax
cummax(X)
Please see Cumulative Window Functions for the parameter description and windowing logic.
Details
Cumulatively calculate the maximum values in X. It can be used to calculate maximum drawdown, for example.
cummax(X)
Please see Cumulative Window Functions for the parameter description and windowing logic.
Cumulatively calculate the maximum values in X. It can be used to calculate maximum drawdown, for example.