Monte Carlos (MC) simulations are tremendously useful for the exploration and description of trading systems. As I said on a recent post they allow for extending the calculation of extreme statistics, such as the maximum drawdown, in order to obtain values that are far more useful than single values derived from the the system’s back-testing results on […]
Posts Tagged ‘qqpat’
Using qq-pat: Getting Monte Carlo simulations for your trading system
December 17th, 2015
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