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Dual Ulcer Index
Jimmy, Wed Mar 27, 2019 5:59 pm
This is the Dual Ulcer Index coded by Mladen. The Ulcer index was originally developed by Peter Martin and Byron McCann in 1987 which is a volatility indicator designed to measure risk. They published their findings in the book The Investor's Guide to Fidelity Funds (which can be found in our Trader's Library here).