Posts Tagged ‘monte carlo’

  • 2017: Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec

Judging trading systems using Monte Carlo simulations: A second look

For the past 7 years I have been a strong advocate of using Monte Carlo simulations to evaluate on-going trading system performance after their creation. These simulations allow you to expand on the possible scenarios that can be derived from a system’s distribution of returns, allowing you to basically see a wider variety of potential […]

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