Archive for March, 2011

Historical Max Draw Down Abundance in Monte Carlo Simulations: An Excellent System Quality Indicator?

Monte Carlo simulations are – without a doubt – one of our most useful tools when building and testing automated trading strategies to trade the markets. There are many ways in which this type of simulations can be used although they are most commonly exploited for the determination of “worst cases” of mechanical trading strategies. […]

Subscribe to RSS Feed Follow me on Twitter!
Show Buttons
Hide Buttons